+74.8%
PBR vs HDB
-37.9%
+112.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +1.9% |
| 7D | +4.2% | -6.2% | +10.4% | +3.0% |
| 30D | +22.7% | -6.2% | +29.0% | +21.3% |
| 3M | +21.5% | -5.9% | +27.4% | +20.5% |
| 6M | +24.0% | -25.9% | +49.9% | +18.6% |
| YTD | +88.2% | -40.2% | +128.5% | +81.9% |
| 1Y | +74.8% | -38.0% | +112.8% | +69.4% |
| All | +74.8% | -37.9% | +112.8% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling