+227.9%
TPR vs HDB
-22.2%
+250.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +6.4% | +6.9% | -0.5% | +3.6% |
| 30D | +13.8% | +15.2% | -1.5% | +7.5% |
| 3M | -16.6% | +11.7% | -28.3% | -20.3% |
| 6M | +0.7% | +7.5% | -6.9% | -3.0% |
| YTD | +5.3% | -28.8% | +34.1% | +18.7% |
| 1Y | +32.4% | -29.1% | +61.5% | +49.3% |
| 3Y | +406.4% | -7.0% | +413.4% | +392.8% |
| 5Y | +227.9% | -22.1% | +250.0% | +217.9% |
| All | +227.9% | -22.2% | +250.1% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling