+1,036.4%
NI vs HDB
+3,812.1%
-2,775.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -3.5% | -2.8% | -0.7% | -3.0% |
| 3M | -9.1% | -3.5% | -5.6% | -8.7% |
| 6M | -11.8% | -24.7% | +12.9% | -7.1% |
| YTD | +1.1% | -36.6% | +37.7% | +10.3% |
| 1Y | +6.7% | -34.4% | +41.1% | +15.5% |
| 3Y | +71.1% | -24.4% | +95.5% | +77.5% |
| 5Y | +94.3% | -35.4% | +129.7% | +105.0% |
| 10Y | +135.8% | +39.5% | +96.2% | +103.5% |
| All | +1,036.4% | +3,812.1% | -2,775.7% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling