+599.2%
HPE vs HDB
+81.2%
+518.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.8% |
| 7D | +0.3% | +6.9% | -6.6% | -2.1% |
| 30D | -28.6% | +15.2% | -43.8% | -32.6% |
| 3M | -7.4% | +11.7% | -19.1% | -11.8% |
| 6M | +63.7% | +7.5% | +56.1% | +57.4% |
| YTD | +111.7% | -28.8% | +140.5% | +137.2% |
| 1Y | +123.5% | -29.1% | +152.6% | +150.4% |
| 3Y | +238.7% | -7.0% | +245.7% | +233.4% |
| 5Y | +261.0% | -22.1% | +283.1% | +273.4% |
| 10Y | +390.2% | +64.9% | +325.3% | +212.2% |
| All | +599.2% | +81.2% | +518.0% | +295.2% |
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