+3,654.2%
TPR vs HDB
+3,812.1%
-157.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -23.0% | -2.8% | -20.2% | -22.0% |
| 3M | -12.5% | -3.5% | -8.9% | -11.6% |
| 6M | -21.4% | -24.7% | +3.3% | -12.3% |
| YTD | -3.5% | -36.6% | +33.1% | +15.3% |
| 1Y | +17.4% | -34.4% | +51.7% | +37.8% |
| 3Y | +291.3% | -24.4% | +315.6% | +322.6% |
| 5Y | +241.9% | -35.4% | +277.3% | +288.9% |
| 10Y | +322.7% | +39.5% | +283.1% | +240.4% |
| All | +3,654.2% | +3,812.1% | -157.9% | +624.0% |
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