+537.1%
USB vs HDB
+4,006.2%
-3,469.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.6% | -0.1% |
| 7D | +2.4% | +12.9% | -10.5% | -2.1% |
| 30D | +6.6% | +10.0% | -3.5% | +2.8% |
| 3M | -4.1% | +1.8% | -5.9% | -5.1% |
| 6M | +12.5% | -2.1% | +14.6% | +12.3% |
| YTD | +17.6% | -33.4% | +51.1% | +34.6% |
| 1Y | +36.5% | -32.9% | +69.4% | +55.5% |
| 3Y | +95.4% | -13.9% | +109.3% | +98.9% |
| 5Y | +26.1% | -26.9% | +53.1% | +33.9% |
| 10Y | +101.3% | +54.1% | +47.1% | +55.2% |
| All | +537.1% | +4,006.2% | -3,469.2% | +122.3% |
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