+173.9%
RF vs HDB
+3,812.1%
-3,638.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -3.6% | -2.8% | -0.8% | -2.3% |
| 3M | +8.1% | -3.5% | +11.6% | +9.2% |
| 6M | +11.5% | -24.7% | +36.2% | +26.7% |
| YTD | +15.6% | -36.6% | +52.1% | +42.7% |
| 1Y | +15.7% | -34.4% | +50.1% | +40.0% |
| 3Y | +86.9% | -24.4% | +111.3% | +103.8% |
| 5Y | +89.8% | -35.4% | +125.2% | +119.9% |
| 10Y | +344.7% | +39.5% | +305.1% | +224.4% |
| All | +173.9% | +3,812.1% | -3,638.2% | -21.3% |
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 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