+32.6%
NET vs HDB
-27.8%
+60.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.1% | -5.5% |
| 7D | -16.4% | +12.9% | -29.3% | -22.0% |
| 30D | -25.8% | +10.0% | -35.9% | -30.1% |
| 3M | -11.5% | +1.8% | -13.4% | -13.7% |
| 6M | +18.9% | -2.1% | +21.0% | +18.0% |
| YTD | +35.2% | -33.4% | +68.6% | +69.9% |
| 1Y | +14.5% | -32.9% | +47.3% | +42.7% |
| 3Y | +313.8% | -13.9% | +327.7% | +291.6% |
| 5Y | +32.6% | -26.9% | +59.5% | +40.6% |
| All | +32.6% | -27.8% | +60.4% | +40.6% |
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