+1,091.2%
PSX vs HDB
+251.4%
+839.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -7.8% | +12.7% | -20.5% | -11.1% |
| 30D | -9.9% | +16.6% | -26.5% | -14.0% |
| 3M | +16.9% | +10.8% | +6.2% | +12.9% |
| 6M | +48.0% | +3.8% | +44.1% | +44.5% |
| YTD | +98.3% | -28.9% | +127.2% | +116.3% |
| 1Y | +86.2% | -28.0% | +114.1% | +102.1% |
| 3Y | +144.0% | -7.2% | +151.1% | +137.1% |
| 5Y | +287.7% | -22.2% | +310.0% | +291.4% |
| 10Y | +338.3% | +63.6% | +274.8% | +228.7% |
| All | +1,091.2% | +251.4% | +839.8% | +553.8% |
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