+102.7%
NOK vs HDB
-38.7%
+141.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | +9.3% | -4.9% | +14.2% | +11.1% |
| 30D | +17.9% | -5.8% | +23.7% | +20.0% |
| 3M | -22.3% | -5.2% | -17.1% | -21.6% |
| 6M | +36.4% | -25.7% | +62.1% | +50.2% |
| YTD | +66.3% | -39.6% | +105.9% | +97.9% |
| 1Y | +134.4% | -36.9% | +171.3% | +174.0% |
| 3Y | +186.6% | -29.7% | +216.3% | +214.8% |
| 5Y | +102.7% | -37.8% | +140.4% | +130.7% |
| All | +102.7% | -38.7% | +141.4% | +130.7% |
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