+1,080.3%
TER vs HDB
+3,812.1%
-2,731.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -12.2% | -3.5% | -8.7% | -11.6% |
| 6M | +17.1% | -24.7% | +41.8% | +31.0% |
| YTD | +84.7% | -36.6% | +121.2% | +121.1% |
| 1Y | +199.9% | -34.4% | +234.3% | +252.6% |
| 3Y | +232.8% | -24.4% | +257.2% | +258.7% |
| 5Y | +198.6% | -35.4% | +233.9% | +241.1% |
| 10Y | +1,669.7% | +39.5% | +1,630.2% | +1,294.5% |
| All | +1,080.3% | +3,812.1% | -2,731.8% | +135.2% |
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