+196.7%
PH vs HDB
-24.7%
+221.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.3% |
| 7D | +2.0% | +13.3% | -11.3% | -1.9% |
| 30D | -3.7% | +13.6% | -17.2% | -7.5% |
| 3M | -14.0% | +5.8% | -19.8% | -15.8% |
| 6M | +2.1% | -1.9% | +4.0% | +1.9% |
| YTD | +5.1% | -31.2% | +36.3% | +17.1% |
| 1Y | +10.9% | -29.6% | +40.5% | +22.6% |
| 3Y | +132.9% | -10.1% | +143.0% | +128.5% |
| All | +196.7% | -24.7% | +221.4% | +206.9% |
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