+621.7%
HPE vs HDB
+61.5%
+560.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -2.3% | -2.8% | +0.5% | -1.4% |
| 3M | -2.9% | -3.5% | +0.7% | -2.1% |
| 6M | +143.6% | -24.7% | +168.3% | +168.8% |
| YTD | +118.5% | -36.6% | +155.1% | +157.3% |
| 1Y | +129.2% | -34.4% | +163.6% | +165.7% |
| 3Y | +212.5% | -24.4% | +236.9% | +235.0% |
| 5Y | +286.9% | -35.4% | +322.3% | +332.6% |
| 10Y | +432.3% | +39.5% | +392.8% | +269.6% |
| All | +621.7% | +61.5% | +560.3% | +328.7% |
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