+1,514.2%
O vs HDB
+4,256.0%
-2,741.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | +3.3% | +13.7% | -10.4% | -0.7% |
| 30D | +10.3% | +15.8% | -5.5% | +5.3% |
| 3M | -3.5% | +9.2% | -12.7% | -6.4% |
| 6M | -1.3% | +3.2% | -4.4% | -3.1% |
| YTD | +10.3% | -29.4% | +39.7% | +21.2% |
| 1Y | +10.4% | -27.9% | +38.3% | +20.4% |
| 3Y | +40.0% | -5.9% | +45.9% | +37.2% |
| 5Y | +12.4% | -23.5% | +35.9% | +14.9% |
| 10Y | +78.2% | +61.3% | +16.9% | +36.0% |
| All | +1,514.2% | +4,256.0% | -2,741.8% | +489.7% |
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