+575.2%
HLT vs HDB
+42.1%
+533.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -5.0% | +1.0% | -6.0% | -5.5% |
| 3M | -10.4% | -2.0% | -8.4% | -10.4% |
| 6M | +3.2% | -18.1% | +21.3% | +9.3% |
| YTD | +6.7% | -36.1% | +42.9% | +22.5% |
| 1Y | +10.3% | -34.0% | +44.3% | +25.1% |
| 3Y | +99.3% | -26.7% | +126.0% | +113.5% |
| 5Y | +143.7% | -33.9% | +177.6% | +165.0% |
| All | +575.2% | +42.1% | +533.2% | +510.8% |
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 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