+7.1%
LOW vs HDB
-23.2%
+30.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +1.4% | +2.7% | -1.3% | +0.7% |
| 30D | +21.7% | +14.1% | +7.6% | +17.7% |
| 3M | +5.0% | +11.8% | -6.8% | +1.9% |
| 6M | +4.6% | +8.2% | -3.6% | +2.0% |
| YTD | -3.5% | -29.3% | +25.8% | +3.6% |
| 1Y | +0.5% | -28.8% | +29.3% | +7.6% |
| 3Y | +24.8% | -7.5% | +32.3% | +23.0% |
| All | +7.1% | -23.2% | +30.2% | +6.1% |
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