+325.5%
HST vs HDB
+4,142.9%
-3,817.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.9% |
| 7D | -2.7% | +13.3% | -16.0% | -8.7% |
| 30D | +10.7% | +13.6% | -2.8% | +3.6% |
| 3M | +6.3% | +5.8% | +0.5% | +2.6% |
| 6M | +19.0% | -1.9% | +20.9% | +18.1% |
| YTD | +47.0% | -31.2% | +78.2% | +73.0% |
| 1Y | +53.4% | -29.6% | +83.0% | +78.2% |
| 3Y | +78.0% | -10.1% | +88.1% | +76.4% |
| 5Y | +71.7% | -24.3% | +96.0% | +81.9% |
| 10Y | +146.2% | +59.3% | +86.9% | +60.5% |
| All | +325.5% | +4,142.9% | -3,817.5% | -24.1% |
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