+35.0%
UL vs HDB
-5.9%
+40.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.6% | +12.7% | -10.2% | +0.4% |
| 30D | +6.8% | +16.6% | -9.8% | +3.9% |
| 3M | +5.7% | +10.8% | -5.0% | +3.7% |
| 6M | +15.9% | +3.8% | +12.0% | +14.5% |
| YTD | +4.3% | -28.9% | +33.2% | +9.3% |
| 1Y | -0.4% | -28.0% | +27.5% | +4.2% |
| 3Y | +35.0% | -7.2% | +42.1% | +38.5% |
| All | +35.0% | -5.9% | +40.9% | +38.5% |
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 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