-41.3%
TE vs HDB
-37.8%
-3.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.0% | +13.0% | +11.6% |
| 7D | +18.2% | -2.0% | +20.3% | +19.3% |
| 30D | -13.5% | -4.9% | -8.6% | -11.4% |
| 3M | -44.6% | -2.3% | -42.3% | -45.2% |
| 6M | -24.7% | -23.7% | -1.0% | -14.1% |
| YTD | -24.3% | -38.5% | +14.2% | -2.0% |
| 1Y | +155.6% | -36.5% | +192.0% | +222.8% |
| 3Y | -18.3% | -28.5% | +10.2% | -6.2% |
| 5Y | -41.3% | -37.4% | -3.9% | -28.0% |
| All | -41.3% | -37.8% | -3.5% | -28.0% |
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 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