+379.1%
TPR vs HDB
+57.5%
+321.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.9% |
| 7D | +14.2% | +13.3% | +0.9% | +7.5% |
| 30D | +17.1% | +13.6% | +3.5% | +10.1% |
| 3M | -17.7% | +5.8% | -23.5% | -20.1% |
| 6M | -10.2% | -1.9% | -8.3% | -10.2% |
| YTD | +4.9% | -31.2% | +36.1% | +24.3% |
| 1Y | +36.1% | -29.6% | +65.7% | +59.1% |
| 3Y | +416.5% | -10.1% | +426.6% | +413.4% |
| 5Y | +254.8% | -24.3% | +279.1% | +276.7% |
| All | +379.1% | +57.5% | +321.6% | +253.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling