+147.3%
IBM vs HDB
+63.5%
+83.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +1.6% | +2.7% | -1.2% | +0.9% |
| 30D | +9.2% | +14.1% | -4.9% | +5.3% |
| 3M | +4.9% | +11.8% | -6.9% | +1.6% |
| 6M | +16.8% | +8.2% | +8.6% | +13.8% |
| YTD | -14.3% | -29.3% | +15.0% | -6.9% |
| 1Y | -16.7% | -28.8% | +12.1% | -9.8% |
| 3Y | +82.2% | -7.5% | +89.7% | +81.5% |
| 5Y | +149.9% | -23.1% | +173.0% | +156.9% |
| All | +147.3% | +63.5% | +83.7% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling