-68.0%
U vs HDB
-37.8%
-30.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +4.6% |
| 7D | +4.5% | -2.0% | +6.5% | +5.8% |
| 30D | -0.6% | -4.9% | +4.3% | +2.5% |
| 3M | +48.4% | -2.3% | +50.7% | +47.9% |
| 6M | +115.4% | -23.7% | +139.1% | +152.5% |
| YTD | -3.2% | -38.5% | +35.3% | +32.9% |
| 1Y | -6.0% | -36.5% | +30.4% | +24.7% |
| 3Y | +13.5% | -28.5% | +41.9% | +30.7% |
| 5Y | -68.0% | -37.4% | -30.6% | -57.5% |
| All | -68.0% | -37.8% | -30.2% | -57.5% |
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