+276.0%
T vs HDB
+4,256.0%
-3,980.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | +1.7% | +13.7% | -12.0% | -1.0% |
| 30D | -1.7% | +15.8% | -17.6% | -4.7% |
| 3M | -7.3% | +9.2% | -16.6% | -9.2% |
| 6M | -11.2% | +3.2% | -14.4% | -12.3% |
| YTD | -8.1% | -29.4% | +21.3% | -2.1% |
| 1Y | -8.0% | -27.9% | +19.9% | -2.5% |
| 3Y | +62.1% | -5.9% | +68.0% | +59.9% |
| 5Y | +55.7% | -23.5% | +79.2% | +58.1% |
| 10Y | +54.1% | +61.3% | -7.2% | +27.9% |
| All | +276.0% | +4,256.0% | -3,980.0% | +95.7% |
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