+238.6%
P vs HDB
-24.7%
+263.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.8% | +3.1% |
| 7D | -23.8% | +13.3% | -37.2% | -26.3% |
| 30D | -36.6% | +13.6% | -50.2% | -38.9% |
| 3M | +10.9% | +5.8% | +5.1% | +8.9% |
| 6M | +30.0% | -1.9% | +31.9% | +29.7% |
| YTD | +44.4% | -31.2% | +75.6% | +59.2% |
| 1Y | +3.9% | -29.6% | +33.5% | +13.7% |
| 3Y | +176.6% | -10.1% | +186.7% | +169.4% |
| All | +238.6% | -24.7% | +263.4% | +249.3% |
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