+42.1%
RF vs HDB
-24.7%
+66.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.0% |
| 7D | -0.9% | +13.3% | -14.3% | -5.4% |
| 30D | +6.0% | +13.6% | -7.5% | +1.1% |
| 3M | -8.9% | +5.8% | -14.7% | -11.0% |
| 6M | +2.3% | -1.9% | +4.3% | +2.2% |
| YTD | +7.6% | -31.2% | +38.8% | +22.4% |
| 1Y | +21.2% | -29.6% | +50.7% | +36.4% |
| 3Y | +108.5% | -10.1% | +118.6% | +105.4% |
| All | +42.1% | -24.7% | +66.9% | +45.6% |
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 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