+695.9%
PH vs HDB
+63.5%
+632.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +4.3% | +2.7% | +1.6% | +3.2% |
| 30D | +0.1% | +14.1% | -14.0% | -5.4% |
| 3M | -9.4% | +11.8% | -21.2% | -13.9% |
| 6M | +8.8% | +8.2% | +0.6% | +4.0% |
| YTD | +9.6% | -29.3% | +38.9% | +24.8% |
| 1Y | +14.4% | -28.8% | +43.2% | +29.7% |
| 3Y | +134.5% | -7.5% | +142.0% | +128.8% |
| 5Y | +204.4% | -23.1% | +227.5% | +216.9% |
| All | +695.9% | +63.5% | +632.3% | +477.2% |
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