-80.5%
TE vs HDB
-11.3%
-69.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -19.1% | +2.7% | -21.8% | -19.8% |
| 30D | -34.1% | +14.1% | -48.3% | -37.0% |
| 3M | -60.1% | +11.8% | -71.9% | -61.7% |
| 6M | -66.0% | +8.2% | -74.1% | -67.1% |
| YTD | -71.4% | -29.3% | -42.1% | -68.3% |
| 1Y | -45.3% | -28.8% | -16.5% | -39.7% |
| 3Y | +9.1% | -7.5% | +16.6% | +9.7% |
| 5Y | -82.6% | -23.1% | -59.5% | -81.9% |
| All | -80.5% | -11.3% | -69.2% | -79.7% |
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