+449.6%
P vs HDB
+71.1%
+378.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +1.5% | -17.9% | -16.9% |
| 7D | -31.9% | +13.3% | -45.2% | -35.0% |
| 30D | -36.5% | +10.2% | -46.7% | -39.0% |
| 3M | +11.6% | +3.6% | +8.0% | +9.4% |
| 6M | +25.2% | -0.5% | +25.7% | +23.7% |
| YTD | +39.4% | -32.4% | +71.8% | +57.6% |
| 1Y | -3.7% | -31.1% | +27.4% | +8.0% |
| 3Y | +167.3% | -12.6% | +179.9% | +165.6% |
| 5Y | +237.3% | -25.7% | +263.0% | +250.1% |
| 10Y | +698.6% | +56.5% | +642.1% | +496.3% |
| All | +449.6% | +71.1% | +378.5% | +255.7% |
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