+22.7%
USB vs HDB
-26.0%
+48.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -1.5% | +13.3% | -14.8% | -5.1% |
| 30D | +4.3% | +10.2% | -5.9% | +1.3% |
| 3M | -6.1% | +3.6% | -9.6% | -7.3% |
| 6M | +9.4% | -0.5% | +9.9% | +8.8% |
| YTD | +15.2% | -32.4% | +47.6% | +28.4% |
| 1Y | +32.8% | -31.1% | +63.8% | +46.9% |
| 3Y | +91.3% | -12.6% | +103.9% | +92.0% |
| 5Y | +22.7% | -25.7% | +48.3% | +25.7% |
| All | +22.7% | -26.0% | +48.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling