+48.4%
IR vs HDB
-35.4%
+83.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -15.1% | -2.8% | -12.3% | -14.3% |
| 3M | +6.1% | -3.5% | +9.6% | +7.0% |
| 6M | -16.8% | -24.7% | +7.9% | -8.6% |
| YTD | -3.5% | -36.6% | +33.0% | +12.1% |
| 1Y | -3.5% | -34.4% | +30.9% | +10.6% |
| 3Y | +9.5% | -24.4% | +33.9% | +16.3% |
| All | +48.4% | -35.4% | +83.8% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling