+4,024.0%
TPR vs HDB
+4,068.7%
-44.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.5% | +6.4% |
| 7D | +13.9% | +13.3% | +0.6% | +8.2% |
| 30D | +14.9% | +10.2% | +4.8% | +10.5% |
| 3M | -15.4% | +3.6% | -18.9% | -16.7% |
| 6M | -4.5% | -0.5% | -4.0% | -4.9% |
| YTD | +6.0% | -32.4% | +38.4% | +23.3% |
| 1Y | +24.3% | -31.1% | +55.4% | +43.2% |
| 3Y | +412.8% | -12.6% | +425.4% | +421.9% |
| 5Y | +258.4% | -25.7% | +284.1% | +284.8% |
| 10Y | +396.8% | +56.5% | +340.3% | +282.0% |
| All | +4,024.0% | +4,068.7% | -44.7% | +674.1% |
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