+149.9%
IBM vs HDB
+61.5%
+88.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | -2.5% | +13.7% | -16.2% | -5.8% |
| 30D | +8.4% | +15.8% | -7.5% | +4.1% |
| 3M | +4.5% | +9.2% | -4.8% | +1.8% |
| 6M | +7.9% | +3.2% | +4.7% | +6.5% |
| YTD | -15.2% | -29.4% | +14.1% | -7.9% |
| 1Y | -17.6% | -27.9% | +10.3% | -11.0% |
| 3Y | +82.1% | -5.9% | +87.9% | +80.4% |
| 5Y | +143.3% | -23.5% | +166.8% | +150.5% |
| 10Y | +149.9% | +61.3% | +88.6% | +99.1% |
| All | +149.9% | +61.5% | +88.4% | +99.1% |
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 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