+1,545.7%
O vs HDB
+3,812.1%
-2,266.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -1.9% | -2.8% | +0.9% | -1.1% |
| 3M | +3.8% | -3.5% | +7.4% | +4.5% |
| 6M | -4.7% | -24.7% | +20.0% | +3.1% |
| YTD | +12.5% | -36.6% | +49.0% | +28.1% |
| 1Y | +10.8% | -34.4% | +45.2% | +24.7% |
| 3Y | +28.8% | -24.4% | +53.2% | +35.5% |
| 5Y | +13.2% | -35.4% | +48.5% | +22.4% |
| 10Y | +53.5% | +39.5% | +13.9% | +22.8% |
| All | +1,545.7% | +3,812.1% | -2,266.5% | +523.5% |
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