+325.3%
IR vs HDB
+31.6%
+293.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.7% |
| 7D | +3.7% | +13.3% | -9.7% | -1.1% |
| 30D | +7.4% | +13.6% | -6.1% | +2.4% |
| 3M | -5.9% | +5.8% | -11.7% | -8.3% |
| 6M | +5.6% | -1.9% | +7.5% | +5.5% |
| YTD | +4.8% | -31.2% | +36.0% | +18.9% |
| 1Y | +6.9% | -29.6% | +36.5% | +20.1% |
| 3Y | +27.6% | -10.1% | +37.6% | +27.0% |
| 5Y | +45.8% | -24.3% | +70.1% | +52.9% |
| All | +325.3% | +31.6% | +293.6% | +267.3% |
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