+96.9%
NI vs HDB
-37.6%
+134.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.6% |
| 7D | +2.3% | -2.0% | +4.3% | +2.5% |
| 30D | -1.7% | -4.9% | +3.2% | -1.1% |
| 3M | -8.0% | -2.3% | -5.7% | -7.9% |
| 6M | -8.6% | -23.7% | +15.1% | -5.7% |
| YTD | +2.3% | -38.5% | +40.8% | +8.5% |
| 1Y | +6.9% | -36.5% | +43.4% | +12.9% |
| 3Y | +70.6% | -28.5% | +99.0% | +76.0% |
| All | +96.9% | -37.6% | +134.5% | +101.6% |
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