+4,505.0%
PH vs HDB
+4,142.9%
+362.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.2% |
| 7D | +2.0% | +13.3% | -11.3% | -2.6% |
| 30D | -3.7% | +13.6% | -17.2% | -8.2% |
| 3M | -14.0% | +5.8% | -19.8% | -16.1% |
| 6M | +2.1% | -1.9% | +4.0% | +1.7% |
| YTD | +5.1% | -31.2% | +36.3% | +18.2% |
| 1Y | +10.9% | -29.6% | +40.5% | +23.7% |
| 3Y | +132.9% | -10.1% | +143.0% | +132.4% |
| 5Y | +200.1% | -24.3% | +224.4% | +214.2% |
| 10Y | +783.8% | +59.3% | +724.5% | +587.3% |
| All | +4,505.0% | +4,142.9% | +362.1% | +1,361.8% |
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