+58.4%
NDAQ vs HDB
-35.4%
+93.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | +2.5% | -2.8% | +5.3% | +3.2% |
| 3M | +9.9% | -3.5% | +13.5% | +10.5% |
| 6M | +9.4% | -24.7% | +34.1% | +17.6% |
| YTD | +0.4% | -36.6% | +37.0% | +13.1% |
| 1Y | +4.0% | -34.4% | +38.4% | +15.9% |
| 3Y | +94.4% | -24.4% | +118.8% | +104.0% |
| All | +58.4% | -35.4% | +93.8% | +74.6% |
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 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