+11.1%
PL vs HDB
-26.0%
+37.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.9% |
| 7D | -20.5% | +13.3% | -33.8% | -25.7% |
| 30D | -38.8% | +10.2% | -48.9% | -42.1% |
| 3M | -49.1% | +3.6% | -52.7% | -50.5% |
| 6M | -69.4% | -0.5% | -68.9% | -69.9% |
| YTD | -42.3% | -32.4% | -9.9% | -29.6% |
| 1Y | -14.2% | -31.1% | +16.9% | +3.5% |
| 3Y | +398.7% | -12.6% | +411.3% | +396.6% |
| 5Y | +11.1% | -25.7% | +36.8% | +11.4% |
| All | +11.1% | -26.0% | +37.1% | +11.4% |
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 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