+213.6%
LNG vs HDB
-23.2%
+236.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +11.3% | +2.7% | +8.6% | +11.2% |
| 30D | +10.6% | +14.1% | -3.5% | +9.7% |
| 3M | +16.1% | +11.8% | +4.3% | +15.3% |
| 6M | +29.6% | +8.2% | +21.4% | +28.6% |
| YTD | +60.3% | -29.3% | +89.6% | +66.7% |
| 1Y | +46.1% | -28.8% | +74.9% | +51.7% |
| 3Y | +85.9% | -7.5% | +93.4% | +83.0% |
| All | +213.6% | -23.2% | +236.7% | +217.9% |
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 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