-24.7%
U vs HDB
+10.6%
-35.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.5% |
| 7D | +36.6% | +13.3% | +23.2% | +27.6% |
| 30D | +13.3% | +13.6% | -0.2% | +5.6% |
| 3M | +26.2% | +5.8% | +20.4% | +21.9% |
| 6M | +88.7% | -1.9% | +90.7% | +87.8% |
| YTD | +16.6% | -31.2% | +47.8% | +43.3% |
| 1Y | +29.0% | -29.6% | +58.5% | +55.6% |
| 3Y | +99.5% | -10.1% | +109.6% | +94.9% |
| 5Y | -66.1% | -24.3% | -41.8% | -64.0% |
| All | -24.7% | +10.6% | -35.3% | -5.8% |
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