+1,407.9%
LOW vs HDB
+3,812.1%
-2,404.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -1.7% | +0.4% | -2.2% | -1.9% |
| 30D | -7.0% | -2.8% | -4.2% | -6.3% |
| 3M | -0.9% | -3.5% | +2.7% | -0.1% |
| 6M | -20.1% | -24.7% | +4.6% | -13.6% |
| YTD | -13.9% | -36.6% | +22.7% | -2.3% |
| 1Y | -21.1% | -34.4% | +13.2% | -11.6% |
| 3Y | -6.6% | -24.4% | +17.8% | -1.4% |
| 5Y | +9.4% | -35.4% | +44.7% | +18.8% |
| 10Y | +220.5% | +39.5% | +181.0% | +163.8% |
| All | +1,407.9% | +3,812.1% | -2,404.2% | +401.0% |
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