-50.0%
TE vs HDB
-24.2%
-25.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | +15.0% | -4.9% | +19.9% | +16.7% |
| 30D | -7.5% | -5.8% | -1.7% | -5.9% |
| 3M | -42.0% | -5.2% | -36.8% | -41.6% |
| 6M | -31.4% | -25.7% | -5.7% | -25.2% |
| YTD | -26.5% | -39.6% | +13.1% | -14.3% |
| 1Y | +153.1% | -36.9% | +190.0% | +190.5% |
| 3Y | -20.7% | -29.7% | +9.0% | -12.9% |
| 5Y | -45.4% | -37.8% | -7.7% | -39.9% |
| All | -50.0% | -24.2% | -25.8% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling