+217.0%
W vs HDB
+61.4%
+155.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.1% |
| 7D | +1.1% | +12.7% | -11.6% | -5.9% |
| 30D | +6.4% | +16.6% | -10.2% | -3.2% |
| 3M | +9.0% | +10.8% | -1.8% | +1.6% |
| 6M | +69.8% | +3.8% | +66.0% | +64.3% |
| YTD | +12.1% | -28.9% | +41.0% | +36.2% |
| 1Y | 0.0% | -28.0% | +28.0% | +20.3% |
| 3Y | +160.3% | -7.2% | +167.5% | +158.2% |
| 5Y | -53.3% | -22.2% | -31.0% | -48.2% |
| 10Y | +217.0% | +63.6% | +153.4% | +111.0% |
| All | +217.0% | +61.4% | +155.6% | +111.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling