+276.9%
HL vs HDB
-6.8%
+283.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -5.6% | +6.9% | -12.5% | -7.7% |
| 30D | -16.2% | +15.2% | -31.4% | -20.0% |
| 3M | -20.5% | +11.7% | -32.2% | -23.5% |
| 6M | -31.7% | +7.5% | -39.2% | -33.6% |
| YTD | -26.4% | -28.8% | +2.4% | -19.3% |
| 1Y | -4.3% | -29.1% | +24.8% | +5.0% |
| All | +276.9% | -6.8% | +283.7% | +285.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling