+489.7%
HPE vs HDB
+32.9%
+456.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.2% | -5.9% |
| 7D | +1.4% | -6.2% | +7.6% | +3.6% |
| 30D | +1.5% | -6.2% | +7.8% | +3.6% |
| 3M | +21.7% | -5.9% | +27.6% | +23.5% |
| 6M | +164.2% | -25.9% | +190.1% | +191.2% |
| YTD | +132.1% | -40.2% | +172.3% | +176.4% |
| 1Y | +130.6% | -38.0% | +168.6% | +170.4% |
| 3Y | +244.1% | -30.5% | +274.6% | +278.8% |
| 5Y | +340.8% | -38.1% | +378.9% | +396.9% |
| All | +489.7% | +32.9% | +456.8% | +378.1% |
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 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