+1,067.6%
PSX vs HDB
+240.1%
+827.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | -13.1% | +13.3% | -26.5% | -16.4% |
| 30D | -9.5% | +13.6% | -23.1% | -13.0% |
| 3M | +20.2% | +5.8% | +14.4% | +17.6% |
| 6M | +44.9% | -1.9% | +46.8% | +43.9% |
| YTD | +94.4% | -31.2% | +125.6% | +114.1% |
| 1Y | +83.1% | -29.6% | +112.6% | +99.9% |
| 3Y | +132.2% | -10.1% | +142.2% | +127.7% |
| 5Y | +278.8% | -24.3% | +303.2% | +285.2% |
| 10Y | +354.2% | +59.3% | +294.9% | +243.2% |
| All | +1,067.6% | +240.1% | +827.5% | +546.9% |
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