+383.3%
TPR vs HDB
+61.4%
+321.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +12.1% | +12.7% | -0.6% | +5.7% |
| 30D | +16.7% | +16.6% | +0.1% | +8.3% |
| 3M | -17.4% | +10.8% | -28.2% | -21.5% |
| 6M | +2.3% | +3.8% | -1.6% | -0.5% |
| YTD | +7.1% | -28.9% | +36.0% | +24.9% |
| 1Y | +29.5% | -28.0% | +57.5% | +49.7% |
| 3Y | +415.0% | -7.2% | +422.2% | +404.3% |
| 5Y | +261.5% | -22.2% | +283.7% | +279.0% |
| 10Y | +383.3% | +63.6% | +319.8% | +250.6% |
| All | +383.3% | +61.4% | +321.9% | +250.6% |
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