+24.9%
VSH vs HDB
-24.7%
+49.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.2% |
| 7D | -12.9% | +13.3% | -26.3% | -16.5% |
| 30D | -36.9% | +13.6% | -50.4% | -39.6% |
| 3M | -28.8% | +5.8% | -34.5% | -30.4% |
| 6M | -30.3% | -1.9% | -28.4% | -30.5% |
| YTD | +62.4% | -31.2% | +93.6% | +82.4% |
| 1Y | +62.5% | -29.6% | +92.1% | +80.7% |
| 3Y | +7.4% | -10.1% | +17.5% | +5.9% |
| All | +24.9% | -24.7% | +49.7% | +29.0% |
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