+604.0%
UL vs HDB
+3,812.1%
-3,208.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | +0.5% | -2.8% | +3.3% | +1.0% |
| 3M | +17.6% | -3.5% | +21.1% | +18.1% |
| 6M | -5.4% | -24.7% | +19.3% | -0.2% |
| YTD | +0.7% | -36.6% | +37.3% | +9.9% |
| 1Y | -9.3% | -34.4% | +25.1% | -1.7% |
| 3Y | +24.5% | -24.4% | +48.9% | +29.5% |
| 5Y | +23.2% | -35.4% | +58.6% | +30.5% |
| 10Y | +64.5% | +39.5% | +24.9% | +42.4% |
| All | +604.0% | +3,812.1% | -3,208.1% | +293.8% |
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