-53.2%
TE vs HDB
-20.4%
-32.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -15.9% | -2.8% | -13.1% | -15.2% |
| 3M | -60.5% | -3.5% | -57.0% | -60.4% |
| 6M | -35.2% | -24.7% | -10.5% | -29.5% |
| YTD | -31.1% | -36.6% | +5.4% | -20.8% |
| 1Y | +148.6% | -34.4% | +183.0% | +182.2% |
| 3Y | -26.4% | -24.4% | -2.0% | -21.0% |
| 5Y | -48.0% | -35.4% | -12.7% | -43.5% |
| All | -53.2% | -20.4% | -32.7% | -49.2% |
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