+38.6%
HPQ vs HDB
-38.7%
+77.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.4% |
| 7D | +2.2% | -4.9% | +7.1% | +3.5% |
| 30D | +9.7% | -5.8% | +15.6% | +11.4% |
| 3M | +32.7% | -5.2% | +37.9% | +34.1% |
| 6M | +77.7% | -25.7% | +103.4% | +90.8% |
| YTD | +51.0% | -39.6% | +90.6% | +71.5% |
| 1Y | +18.4% | -36.9% | +55.3% | +32.6% |
| 3Y | +25.6% | -29.7% | +55.3% | +33.9% |
| 5Y | +38.6% | -37.8% | +76.4% | +49.9% |
| All | +38.6% | -38.7% | +77.4% | +49.9% |
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