-7.0%
IBM vs HDB
-36.7%
+29.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | -1.5% | -4.9% | +3.4% | -0.1% |
| 3M | -16.8% | -2.3% | -14.5% | -16.3% |
| 6M | -9.0% | -23.7% | +14.7% | -2.1% |
| YTD | -20.1% | -38.5% | +18.4% | -9.3% |
| 1Y | -7.0% | -36.5% | +29.4% | +5.3% |
| All | -7.0% | -36.7% | +29.7% | +5.3% |
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