+376.0%
NDAQ vs HDB
+34.0%
+341.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.0% |
| 7D | -2.6% | -2.0% | -0.5% | -2.0% |
| 30D | +0.5% | -4.9% | +5.3% | +1.9% |
| 3M | +9.9% | -2.3% | +12.2% | +10.2% |
| 6M | +8.2% | -23.7% | +31.9% | +16.5% |
| YTD | -1.5% | -38.5% | +37.0% | +13.1% |
| 1Y | +1.3% | -36.5% | +37.8% | +15.0% |
| 3Y | +92.6% | -28.5% | +121.0% | +106.8% |
| 5Y | +53.8% | -37.4% | +91.2% | +69.7% |
| 10Y | +376.0% | +34.0% | +341.9% | +291.9% |
| All | +376.0% | +34.0% | +341.9% | +291.9% |
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 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