+124.8%
HL vs HDB
-22.0%
+146.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -5.6% | +6.9% | -12.5% | -7.6% |
| 30D | -16.2% | +15.2% | -31.4% | -19.8% |
| 3M | -20.5% | +11.7% | -32.2% | -23.4% |
| 6M | -31.7% | +7.5% | -39.2% | -33.5% |
| YTD | -26.4% | -28.8% | +2.4% | -19.2% |
| 1Y | -4.3% | -29.1% | +24.8% | +5.0% |
| 3Y | +276.9% | -7.0% | +283.9% | +270.8% |
| All | +124.8% | -22.0% | +146.7% | +126.8% |
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