+31.6%
HPQ vs HDB
-33.5%
+65.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.9% | +1.5% | +6.9% |
| 7D | +9.8% | +0.7% | +9.1% | +9.3% |
| 30D | +22.4% | +1.0% | +21.4% | +21.7% |
| 3M | +45.2% | -2.0% | +47.1% | +44.9% |
| 6M | +96.4% | -18.1% | +114.5% | +100.8% |
| YTD | +65.4% | -36.1% | +101.5% | +74.8% |
| 1Y | +31.6% | -34.0% | +65.6% | +36.7% |
| All | +31.6% | -33.5% | +65.1% | +36.7% |
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 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