+556.1%
PBR vs HDB
-38.7%
+594.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +0.3% | -4.9% | +5.2% | +0.9% |
| 30D | +17.5% | -5.8% | +23.4% | +18.3% |
| 3M | +20.9% | -5.2% | +26.1% | +21.1% |
| 6M | +20.2% | -25.7% | +46.0% | +24.5% |
| YTD | +84.3% | -39.6% | +123.9% | +98.0% |
| 1Y | +77.1% | -36.9% | +114.0% | +88.6% |
| 3Y | +100.8% | -29.7% | +130.5% | +107.0% |
| 5Y | +556.1% | -37.8% | +593.9% | +587.9% |
| All | +556.1% | -38.7% | +594.8% | +587.9% |
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