+114.4%
HPE vs HDB
-29.0%
+143.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +7.9% | +2.7% | +5.1% | +7.5% |
| 30D | -23.5% | +14.1% | -37.6% | -25.1% |
| 3M | -19.1% | +11.8% | -30.9% | -20.7% |
| 6M | +51.4% | +8.2% | +43.2% | +49.1% |
| YTD | +103.4% | -29.3% | +132.8% | +107.5% |
| 1Y | +114.4% | -28.8% | +143.2% | +117.9% |
| All | +114.4% | -29.0% | +143.4% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling