+141.5%
W vs HDB
+34.0%
+107.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +2.4% |
| 7D | +6.5% | -2.0% | +8.5% | +7.8% |
| 30D | -6.2% | -4.9% | -1.4% | -3.5% |
| 3M | +48.9% | -2.3% | +51.2% | +49.8% |
| 6M | +31.2% | -23.7% | +54.9% | +54.1% |
| YTD | -0.4% | -38.5% | +38.0% | +33.1% |
| 1Y | +14.8% | -36.5% | +51.3% | +49.8% |
| 3Y | +40.5% | -28.5% | +69.0% | +65.2% |
| 5Y | -62.1% | -37.4% | -24.8% | -52.0% |
| 10Y | +141.5% | +34.0% | +107.5% | +81.4% |
| All | +141.5% | +34.0% | +107.5% | +81.4% |
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