+575.8%
PBR vs HDB
+63.5%
+512.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.1% |
| 7D | -1.0% | +2.7% | -3.8% | -2.1% |
| 30D | -29.3% | +14.1% | -43.4% | -33.1% |
| 3M | +5.5% | +11.8% | -6.3% | +0.1% |
| 6M | -2.9% | +8.2% | -11.1% | -7.7% |
| YTD | +61.5% | -29.3% | +90.8% | +82.3% |
| 1Y | +46.9% | -28.8% | +75.6% | +65.0% |
| 3Y | +66.4% | -7.5% | +73.9% | +59.7% |
| 5Y | +460.3% | -23.1% | +483.4% | +465.5% |
| All | +575.8% | +63.5% | +512.2% | +341.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling