+46.4%
RF vs HDB
-23.2%
+69.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | +1.9% | +2.7% | -0.8% | +1.0% |
| 30D | +7.3% | +14.1% | -6.8% | +2.2% |
| 3M | -7.9% | +11.8% | -19.7% | -11.9% |
| 6M | +10.5% | +8.2% | +2.4% | +6.4% |
| YTD | +9.6% | -29.3% | +39.0% | +23.6% |
| 1Y | +20.3% | -28.8% | +49.1% | +35.1% |
| 3Y | +119.5% | -7.5% | +127.0% | +114.0% |
| All | +46.4% | -23.2% | +69.6% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling