+555.3%
USB vs HDB
+3,812.1%
-3,256.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +15.2% | -3.5% | +18.8% | +16.1% |
| 6M | +18.8% | -24.7% | +43.5% | +30.6% |
| YTD | +21.0% | -36.6% | +57.6% | +41.4% |
| 1Y | +34.0% | -34.4% | +68.4% | +54.2% |
| 3Y | +95.3% | -24.4% | +119.7% | +109.1% |
| 5Y | +40.4% | -35.4% | +75.7% | +56.2% |
| 10Y | +107.3% | +39.5% | +67.8% | +66.2% |
| All | +555.3% | +3,812.1% | -3,256.8% | +133.5% |
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 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