+23.9%
UL vs HDB
-27.8%
+51.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.5% |
| 7D | -1.3% | -2.0% | +0.7% | -1.0% |
| 30D | +0.9% | -4.9% | +5.8% | +1.8% |
| 3M | +14.2% | -2.3% | +16.5% | +14.3% |
| 6M | -3.2% | -23.7% | +20.5% | +1.0% |
| YTD | -0.3% | -38.5% | +38.1% | +7.1% |
| 1Y | -8.8% | -36.5% | +27.7% | -2.4% |
| 3Y | +23.9% | -28.5% | +52.3% | +30.4% |
| All | +23.9% | -27.8% | +51.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling