+13.7%
O vs HDB
-37.8%
+51.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.1% |
| 7D | -0.6% | -2.0% | +1.5% | -0.2% |
| 30D | -2.0% | -4.9% | +2.9% | -1.2% |
| 3M | +3.0% | -2.3% | +5.3% | +3.1% |
| 6M | -3.6% | -23.7% | +20.1% | +0.1% |
| YTD | +12.1% | -38.5% | +50.5% | +20.5% |
| 1Y | +8.9% | -36.5% | +45.3% | +16.4% |
| 3Y | +30.3% | -28.5% | +58.8% | +35.2% |
| 5Y | +13.7% | -37.4% | +51.1% | +18.6% |
| All | +13.7% | -37.8% | +51.5% | +18.6% |
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