+34.6%
TPR vs HDB
-28.4%
+63.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +12.1% | +12.7% | -0.6% | +6.5% |
| 30D | +16.7% | +16.6% | +0.1% | +9.3% |
| 3M | -17.4% | +10.8% | -28.2% | -21.1% |
| 6M | +2.3% | +3.8% | -1.6% | -0.6% |
| YTD | +7.1% | -28.9% | +36.0% | +12.8% |
| All | +34.6% | -28.4% | +63.0% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling