+1,501.8%
O vs HDB
+4,142.9%
-2,641.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | +3.7% | +13.3% | -9.6% | -0.3% |
| 30D | +11.2% | +13.6% | -2.4% | +6.8% |
| 3M | -4.0% | +5.8% | -9.7% | -6.0% |
| 6M | -5.2% | -1.9% | -3.3% | -5.5% |
| YTD | +9.5% | -31.2% | +40.7% | +21.2% |
| 1Y | +10.6% | -29.6% | +40.2% | +21.5% |
| 3Y | +38.1% | -10.1% | +48.2% | +37.3% |
| 5Y | +10.2% | -24.3% | +34.6% | +13.1% |
| 10Y | +71.4% | +59.3% | +12.1% | +31.2% |
| All | +1,501.8% | +4,142.9% | -2,641.2% | +490.0% |
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