+151.8%
TER vs HDB
-11.1%
+162.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.3% |
| 7D | -20.5% | +13.3% | -33.8% | -22.5% |
| 30D | -47.0% | +13.6% | -60.6% | -48.5% |
| 3M | -43.3% | +5.8% | -49.0% | -44.0% |
| 6M | -42.9% | -1.9% | -41.0% | -42.9% |
| YTD | +12.9% | -31.2% | +44.1% | +19.0% |
| 1Y | +18.2% | -29.6% | +47.7% | +24.0% |
| 3Y | +151.8% | -10.1% | +161.9% | +141.3% |
| All | +151.8% | -11.1% | +162.9% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling