+244.4%
HPE vs HDB
-22.3%
+266.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -9.7% | +12.7% | -22.4% | -13.1% |
| 30D | -34.8% | +16.6% | -51.4% | -38.1% |
| 3M | -12.1% | +10.8% | -22.9% | -15.4% |
| 6M | +53.7% | +3.8% | +49.9% | +50.7% |
| YTD | +101.9% | -28.9% | +130.8% | +124.2% |
| 1Y | +104.3% | -28.0% | +132.3% | +125.4% |
| 3Y | +223.1% | -7.2% | +230.2% | +217.4% |
| All | +244.4% | -22.3% | +266.6% | +241.8% |
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 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