-16.8%
IR vs HDB
-24.8%
+8.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -15.1% | -2.8% | -12.3% | -14.0% |
| 3M | +6.1% | -3.5% | +9.6% | +6.1% |
| 6M | -16.8% | -24.7% | +7.9% | -4.9% |
| All | -16.8% | -24.8% | +8.0% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling