+155.8%
RF vs HDB
+4,068.7%
-3,912.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.9% |
| 7D | -1.6% | +13.3% | -14.9% | -7.7% |
| 30D | +5.0% | +10.2% | -5.1% | -0.2% |
| 3M | -10.0% | +3.6% | -13.5% | -12.1% |
| 6M | +3.3% | -0.5% | +3.8% | +2.1% |
| YTD | +7.9% | -32.4% | +40.3% | +28.4% |
| 1Y | +21.2% | -31.1% | +52.3% | +42.6% |
| 3Y | +105.8% | -12.6% | +118.4% | +107.7% |
| 5Y | +43.7% | -25.7% | +69.4% | +54.4% |
| 10Y | +289.4% | +56.5% | +232.9% | +166.8% |
| All | +155.8% | +4,068.7% | -3,912.9% | -29.2% |
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