+134.5%
PH vs HDB
-7.5%
+142.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +4.3% | +2.7% | +1.6% | +3.8% |
| 30D | +0.1% | +14.1% | -14.0% | -2.4% |
| 3M | -9.4% | +11.8% | -21.2% | -11.4% |
| 6M | +8.8% | +8.2% | +0.6% | +6.6% |
| YTD | +9.6% | -29.3% | +38.9% | +15.2% |
| 1Y | +14.4% | -28.8% | +43.2% | +20.1% |
| 3Y | +134.5% | -7.5% | +142.0% | +133.4% |
| All | +134.5% | -7.5% | +142.0% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling