-14.6%
NOK vs HDB
+4,259.4%
-4,274.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +5.4% | +2.7% | +2.6% | +4.5% |
| 30D | -14.1% | +14.1% | -28.3% | -18.0% |
| 3M | -23.6% | +11.8% | -35.4% | -26.6% |
| 6M | -45.1% | +8.2% | -53.3% | -47.0% |
| YTD | +24.7% | -29.3% | +54.0% | +38.0% |
| 1Y | +19.0% | -28.8% | +47.8% | +31.3% |
| 3Y | +147.0% | -7.5% | +154.5% | +145.2% |
| 5Y | +58.2% | -23.1% | +81.2% | +65.2% |
| 10Y | +122.3% | +63.7% | +58.6% | +68.4% |
| All | -14.6% | +4,259.4% | -4,274.0% | -71.0% |
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