+261.5%
RF vs HDB
+61.5%
+200.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.0% |
| 7D | -0.1% | +13.7% | -13.8% | -5.7% |
| 30D | +7.0% | +15.8% | -8.8% | +0.1% |
| 3M | -7.0% | +9.2% | -16.2% | -11.0% |
| 6M | +6.8% | +3.2% | +3.6% | +4.1% |
| YTD | +9.9% | -29.4% | +39.3% | +26.3% |
| 1Y | +21.1% | -27.9% | +49.1% | +37.7% |
| 3Y | +119.6% | -5.9% | +125.5% | +113.3% |
| 5Y | +46.2% | -23.5% | +69.7% | +54.1% |
| 10Y | +261.5% | +61.3% | +200.2% | +182.3% |
| All | +261.5% | +61.5% | +200.0% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling