+249.3%
HL vs HDB
-38.7%
+288.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +0.4% | -4.9% | +5.3% | +1.9% |
| 30D | +18.8% | -5.8% | +24.7% | +20.9% |
| 3M | +43.7% | -5.2% | +48.9% | +45.4% |
| 6M | -1.0% | -25.7% | +24.7% | +7.8% |
| YTD | +8.7% | -39.6% | +48.3% | +25.5% |
| 1Y | +105.0% | -36.9% | +141.9% | +132.7% |
| 3Y | +427.3% | -29.7% | +457.0% | +465.2% |
| 5Y | +249.3% | -37.8% | +287.1% | +272.1% |
| All | +249.3% | -38.7% | +288.0% | +272.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling