-3.3%
LVS vs HDB
+42.1%
-45.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.3% | -1.9% |
| 7D | -3.5% | +0.7% | -4.2% | -3.8% |
| 30D | -6.2% | +1.0% | -7.2% | -6.6% |
| 3M | -14.8% | -2.0% | -12.9% | -14.8% |
| 6M | -20.9% | -18.1% | -2.8% | -15.9% |
| YTD | -33.0% | -36.1% | +3.1% | -22.3% |
| 1Y | -20.0% | -34.0% | +14.0% | -8.6% |
| 3Y | -6.9% | -26.7% | +19.8% | -0.2% |
| 5Y | +9.1% | -33.9% | +43.0% | +19.6% |
| All | -3.3% | +42.1% | -45.4% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling