+1,894.6%
PBR vs HDB
+3,812.1%
-1,917.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +8.6% | +0.4% | +8.1% | +8.3% |
| 30D | +12.8% | -2.8% | +15.6% | +14.3% |
| 3M | +14.7% | -3.5% | +18.2% | +15.3% |
| 6M | +25.2% | -24.7% | +49.9% | +40.3% |
| YTD | +77.1% | -36.6% | +113.7% | +115.6% |
| 1Y | +69.6% | -34.4% | +103.9% | +102.2% |
| 3Y | +95.6% | -24.4% | +120.0% | +108.9% |
| 5Y | +501.8% | -35.4% | +537.1% | +565.7% |
| 10Y | +640.6% | +39.5% | +601.0% | +426.8% |
| All | +1,894.6% | +3,812.1% | -1,917.5% | +328.7% |
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