-55.9%
W vs HDB
-23.2%
-32.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +0.2% | +2.7% | -2.6% | -1.6% |
| 30D | +6.8% | +14.1% | -7.3% | -2.5% |
| 3M | +10.7% | +11.8% | -1.1% | +1.7% |
| 6M | +86.3% | +8.2% | +78.2% | +74.0% |
| YTD | +11.5% | -29.3% | +40.8% | +39.4% |
| 1Y | +5.1% | -28.8% | +33.9% | +30.3% |
| 3Y | +171.0% | -7.5% | +178.5% | +160.5% |
| All | -55.9% | -23.2% | -32.7% | -52.5% |
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