+374.5%
IBM vs HDB
+4,142.9%
-3,768.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.2% |
| 7D | -5.0% | +13.3% | -18.3% | -7.6% |
| 30D | +11.1% | +13.6% | -2.4% | +7.9% |
| 3M | +5.7% | +5.8% | -0.1% | +4.1% |
| 6M | +10.1% | -1.9% | +12.0% | +10.1% |
| YTD | -15.6% | -31.2% | +15.6% | -9.0% |
| 1Y | -19.5% | -29.6% | +10.0% | -13.7% |
| 3Y | +80.4% | -10.1% | +90.5% | +81.2% |
| 5Y | +140.0% | -24.3% | +164.3% | +146.3% |
| 10Y | +155.0% | +59.3% | +95.7% | +115.0% |
| All | +374.5% | +4,142.9% | -3,768.4% | +126.7% |
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