+362.8%
HPE vs HDB
-38.7%
+401.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.7% |
| 7D | +13.6% | -4.9% | +18.5% | +15.4% |
| 30D | +7.7% | -5.8% | +13.6% | +9.6% |
| 3M | +22.4% | -5.2% | +27.6% | +23.6% |
| 6M | +172.6% | -25.7% | +198.3% | +198.1% |
| YTD | +147.5% | -39.6% | +187.1% | +190.5% |
| 1Y | +151.8% | -36.9% | +188.7% | +190.4% |
| 3Y | +267.1% | -29.7% | +296.8% | +298.7% |
| 5Y | +362.8% | -37.8% | +400.5% | +404.6% |
| All | +362.8% | -38.7% | +401.5% | +404.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling