+4,729.8%
PH vs HDB
+3,812.1%
+917.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -3.2% | -2.8% | -0.4% | -2.4% |
| 3M | +10.6% | -3.5% | +14.1% | +11.3% |
| 6M | -2.1% | -24.7% | +22.6% | +7.3% |
| YTD | +10.2% | -36.6% | +46.8% | +28.1% |
| 1Y | +28.2% | -34.4% | +62.6% | +46.9% |
| 3Y | +134.9% | -24.4% | +159.3% | +150.2% |
| 5Y | +253.6% | -35.4% | +289.0% | +292.9% |
| 10Y | +804.7% | +39.5% | +765.2% | +639.1% |
| All | +4,729.8% | +3,812.1% | +917.7% | +1,484.0% |
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