+98.3%
USB vs HDB
-24.6%
+122.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -1.3% | -2.8% | +1.5% | -0.7% |
| 3M | +15.2% | -3.5% | +18.8% | +15.8% |
| 6M | +18.8% | -24.7% | +43.5% | +26.5% |
| YTD | +21.0% | -36.6% | +57.6% | +33.9% |
| 1Y | +34.0% | -34.4% | +68.4% | +46.7% |
| All | +98.3% | -24.6% | +122.8% | +103.8% |
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 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