+202.8%
TER vs HDB
-35.4%
+238.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -8.3% | -2.8% | -5.5% | -7.3% |
| 3M | -12.2% | -3.5% | -8.7% | -11.8% |
| 6M | +17.1% | -24.7% | +41.8% | +30.5% |
| YTD | +84.7% | -36.6% | +121.2% | +119.7% |
| 1Y | +199.9% | -34.4% | +234.3% | +250.0% |
| 3Y | +232.8% | -24.4% | +257.2% | +251.5% |
| All | +202.8% | -35.4% | +238.3% | +235.0% |
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