+277.8%
PSX vs HDB
-24.7%
+302.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -13.1% | +13.3% | -26.5% | -14.0% |
| 30D | -9.5% | +13.6% | -23.1% | -10.4% |
| 3M | +20.2% | +5.8% | +14.4% | +19.6% |
| 6M | +44.9% | -1.9% | +46.8% | +44.8% |
| YTD | +94.4% | -31.2% | +125.6% | +103.8% |
| 1Y | +83.1% | -29.6% | +112.6% | +91.1% |
| 3Y | +132.2% | -10.1% | +142.2% | +129.2% |
| All | +277.8% | -24.7% | +302.5% | +289.5% |
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