+31.8%
USB vs HDB
-30.1%
+61.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | 0.0% | +13.3% | -13.3% | -2.8% |
| 30D | +5.8% | +13.6% | -7.7% | +2.8% |
| 3M | -6.0% | +5.8% | -11.7% | -7.2% |
| 6M | +7.8% | -1.9% | +9.7% | +7.6% |
| YTD | +14.6% | -31.2% | +45.8% | +15.8% |
| 1Y | +31.8% | -29.6% | +61.3% | +33.6% |
| All | +31.8% | -30.1% | +61.8% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling