+1,112.1%
PSX vs HDB
+213.6%
+898.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +26.6% | -2.8% | +29.4% | +27.6% |
| 3M | +39.3% | -3.5% | +42.8% | +39.7% |
| 6M | +56.8% | -24.7% | +81.5% | +68.6% |
| YTD | +101.8% | -36.6% | +138.4% | +128.6% |
| 1Y | +99.6% | -34.4% | +134.0% | +123.1% |
| 3Y | +140.3% | -24.4% | +164.7% | +150.1% |
| 5Y | +339.3% | -35.4% | +374.7% | +373.2% |
| 10Y | +369.9% | +39.5% | +330.3% | +270.2% |
| All | +1,112.1% | +213.6% | +898.5% | +590.8% |
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