+1,562.7%
TRV vs HDB
+3,812.1%
-2,249.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -0.1% | +0.4% | -0.6% | -0.3% |
| 30D | -3.4% | -2.8% | -0.6% | -2.7% |
| 3M | +26.4% | -3.5% | +29.9% | +27.1% |
| 6M | +19.3% | -24.7% | +44.0% | +28.4% |
| YTD | +28.3% | -36.6% | +64.9% | +44.9% |
| 1Y | +34.3% | -34.4% | +68.7% | +49.9% |
| 3Y | +140.1% | -24.4% | +164.5% | +152.5% |
| 5Y | +155.7% | -35.4% | +191.1% | +176.0% |
| 10Y | +285.5% | +39.5% | +246.0% | +215.8% |
| All | +1,562.7% | +3,812.1% | -2,249.5% | +482.7% |
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