+44.1%
PL vs HDB
-20.5%
+64.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +5.6% | +12.7% | -7.1% | -0.1% |
| 30D | -16.9% | +16.6% | -33.5% | -23.0% |
| 3M | -38.2% | +10.8% | -49.0% | -41.5% |
| 6M | -63.4% | +3.8% | -67.3% | -64.6% |
| YTD | -27.6% | -28.9% | +1.3% | -14.9% |
| 1Y | +6.6% | -28.0% | +34.5% | +24.3% |
| 3Y | +557.6% | -7.2% | +564.8% | +542.6% |
| 5Y | +39.5% | -22.2% | +61.7% | +37.7% |
| All | +44.1% | -20.5% | +64.6% | +42.4% |
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 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