+354.9%
IBM vs HDB
+3,812.1%
-3,457.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.3% | -2.8% | +3.1% | +0.8% |
| 3M | -21.6% | -3.5% | -18.1% | -21.1% |
| 6M | -4.7% | -24.7% | +20.0% | +1.0% |
| YTD | -19.1% | -36.6% | +17.5% | -11.0% |
| 1Y | -2.5% | -34.4% | +31.9% | +6.4% |
| 3Y | +74.2% | -24.4% | +98.5% | +81.9% |
| 5Y | +113.1% | -35.4% | +148.5% | +126.8% |
| 10Y | +133.5% | +39.5% | +94.0% | +102.9% |
| All | +354.9% | +3,812.1% | -3,457.2% | +121.7% |
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