+66.7%
VSH vs HDB
-37.8%
+104.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | 0.0% |
| 7D | +6.2% | -2.0% | +8.3% | +6.9% |
| 30D | -11.1% | -4.9% | -6.3% | -9.7% |
| 3M | -44.9% | -2.3% | -42.6% | -44.9% |
| 6M | +90.0% | -23.7% | +113.7% | +106.2% |
| YTD | +118.8% | -38.5% | +157.3% | +155.9% |
| 1Y | +109.0% | -36.5% | +145.4% | +140.8% |
| 3Y | +35.6% | -28.5% | +64.1% | +46.5% |
| 5Y | +66.7% | -37.4% | +104.1% | +80.8% |
| All | +66.7% | -37.8% | +104.5% | +80.8% |
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 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