+62.6%
NDAQ vs HDB
-24.7%
+87.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +0.8% | +13.3% | -12.5% | -2.5% |
| 30D | +16.5% | +13.6% | +3.0% | +12.6% |
| 3M | +13.5% | +5.8% | +7.7% | +11.5% |
| 6M | +20.9% | -1.9% | +22.8% | +20.8% |
| YTD | +11.4% | -31.2% | +42.6% | +22.5% |
| 1Y | +25.9% | -29.6% | +55.5% | +37.4% |
| 3Y | +119.9% | -10.1% | +129.9% | +118.0% |
| All | +62.6% | -24.7% | +87.4% | +68.7% |
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