+1,225.0%
HL vs HDB
+4,291.4%
-3,066.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -5.6% | +6.9% | -12.5% | -7.9% |
| 30D | -16.2% | +15.2% | -31.4% | -20.5% |
| 3M | -20.5% | +11.7% | -32.2% | -23.9% |
| 6M | -31.7% | +7.5% | -39.2% | -33.9% |
| YTD | -26.4% | -28.8% | +2.4% | -17.4% |
| 1Y | -4.3% | -29.1% | +24.8% | +7.5% |
| 3Y | +276.9% | -7.0% | +283.9% | +275.7% |
| 5Y | +124.1% | -22.1% | +146.1% | +133.2% |
| 10Y | +144.6% | +64.9% | +79.7% | +82.5% |
| All | +1,225.0% | +4,291.4% | -3,066.4% | +379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling