+266.7%
INTC vs HDB
+4,291.4%
-4,024.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +7.3% | +6.9% | +0.3% | +5.0% |
| 30D | -38.3% | +15.2% | -53.6% | -41.4% |
| 3M | -36.0% | +11.7% | -47.8% | -38.8% |
| 6M | -51.7% | +7.5% | -59.2% | -53.4% |
| YTD | +69.4% | -28.8% | +98.2% | +85.3% |
| 1Y | +65.0% | -29.1% | +94.1% | +80.6% |
| 3Y | +63.0% | -7.0% | +70.0% | +60.8% |
| 5Y | +33.4% | -22.1% | +55.4% | +37.3% |
| 10Y | +121.2% | +64.9% | +56.3% | +71.4% |
| All | +266.7% | +4,291.4% | -4,024.7% | +0.7% |
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