+169.5%
PR vs HDB
+63.6%
+105.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +18.0% | -2.8% | +20.8% | +18.7% |
| 3M | +16.9% | -3.5% | +20.4% | +17.2% |
| 6M | +28.2% | -24.7% | +52.9% | +36.0% |
| YTD | +69.3% | -36.6% | +105.9% | +87.9% |
| 1Y | +69.5% | -34.4% | +103.9% | +86.1% |
| 3Y | +81.7% | -24.4% | +106.1% | +88.5% |
| 5Y | +422.2% | -35.4% | +457.6% | +458.0% |
| 10Y | +110.4% | +39.5% | +70.8% | +138.7% |
| All | +169.5% | +63.6% | +105.9% | +211.8% |
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 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