+636.8%
HLT vs HDB
+179.0%
+457.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -1.5% | -4.9% | +3.4% | +0.1% |
| 30D | -1.2% | -5.8% | +4.6% | +0.6% |
| 3M | -10.3% | -5.2% | -5.2% | -9.3% |
| 6M | +1.3% | -25.7% | +27.0% | +10.6% |
| YTD | +7.0% | -39.6% | +46.6% | +25.0% |
| 1Y | +11.9% | -36.9% | +48.8% | +28.7% |
| 3Y | +100.7% | -29.7% | +130.4% | +117.8% |
| 5Y | +147.5% | -37.8% | +185.3% | +175.0% |
| 10Y | +586.5% | +33.7% | +552.8% | +473.6% |
| All | +636.8% | +179.0% | +457.9% | +450.1% |
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 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