+82.7%
O vs HDB
+61.4%
+21.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +3.5% | +12.7% | -9.2% | +0.2% |
| 30D | +10.4% | +16.6% | -6.2% | +5.8% |
| 3M | -2.4% | +10.8% | -13.2% | -5.4% |
| 6M | -1.2% | +3.8% | -5.0% | -2.9% |
| YTD | +10.4% | -28.9% | +39.3% | +20.1% |
| 1Y | +11.4% | -28.0% | +39.4% | +20.7% |
| 3Y | +40.4% | -7.2% | +47.6% | +38.0% |
| 5Y | +12.1% | -22.2% | +34.4% | +14.2% |
| 10Y | +82.7% | +63.6% | +19.2% | +49.2% |
| All | +82.7% | +61.4% | +21.3% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling