+223.8%
PR vs HDB
-25.0%
+248.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.6% |
| 7D | -16.4% | +13.3% | -29.8% | -18.8% |
| 30D | -1.9% | +13.6% | -15.4% | -4.8% |
| 3M | +8.0% | +5.8% | +2.2% | +6.3% |
| 6M | +4.1% | -1.9% | +6.0% | +3.9% |
| YTD | +58.7% | -31.2% | +89.9% | +76.3% |
| 1Y | +75.8% | -29.6% | +105.4% | +93.6% |
| 3Y | +73.2% | -10.1% | +83.3% | +68.3% |
| All | +223.8% | -25.0% | +248.7% | +256.8% |
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 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