+621.4%
TER vs HDB
+4,142.9%
-3,521.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.8% |
| 7D | -20.5% | +13.3% | -33.8% | -24.8% |
| 30D | -47.0% | +13.6% | -60.6% | -50.1% |
| 3M | -43.3% | +5.8% | -49.0% | -45.2% |
| 6M | -42.9% | -1.9% | -41.0% | -43.5% |
| YTD | +12.9% | -31.2% | +44.1% | +29.4% |
| 1Y | +18.2% | -29.6% | +47.7% | +34.0% |
| 3Y | +151.8% | -10.1% | +161.9% | +150.1% |
| 5Y | +54.2% | -24.3% | +78.6% | +63.6% |
| 10Y | +908.2% | +59.3% | +848.9% | +645.2% |
| All | +621.4% | +4,142.9% | -3,521.5% | +37.7% |
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