+403.1%
PL vs HDB
-12.6%
+415.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.5% |
| 7D | -20.5% | +13.3% | -33.8% | -23.6% |
| 30D | -38.8% | +10.2% | -48.9% | -40.7% |
| 3M | -49.1% | +3.6% | -52.7% | -49.8% |
| 6M | -69.4% | -0.5% | -68.9% | -69.6% |
| YTD | -42.3% | -32.4% | -9.9% | -33.1% |
| 1Y | -14.2% | -31.1% | +16.9% | -1.4% |
| All | +403.1% | -12.6% | +415.7% | +393.3% |
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