+272.5%
RF vs HDB
+57.5%
+215.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.1% |
| 7D | -0.9% | +13.3% | -14.3% | -6.3% |
| 30D | +6.0% | +13.6% | -7.5% | 0.0% |
| 3M | -8.9% | +5.8% | -14.7% | -11.6% |
| 6M | +2.3% | -1.9% | +4.3% | +2.1% |
| YTD | +7.6% | -31.2% | +38.8% | +25.1% |
| 1Y | +21.2% | -29.6% | +50.7% | +39.2% |
| 3Y | +108.5% | -10.1% | +118.6% | +106.8% |
| 5Y | +43.2% | -24.3% | +67.6% | +51.6% |
| All | +272.5% | +57.5% | +215.0% | +191.6% |
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