+261.2%
HL vs HDB
+32.9%
+228.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | -5.6% | -6.2% | +0.6% | -3.4% |
| 30D | +12.7% | -6.2% | +19.0% | +15.3% |
| 3M | +42.5% | -5.9% | +48.4% | +44.9% |
| 6M | -9.0% | -25.9% | +16.9% | +1.0% |
| YTD | +4.4% | -40.2% | +44.6% | +24.9% |
| 1Y | +82.7% | -38.0% | +120.7% | +114.7% |
| 3Y | +406.3% | -30.5% | +436.8% | +458.9% |
| 5Y | +238.2% | -38.1% | +276.3% | +283.0% |
| All | +261.2% | +32.9% | +228.3% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling