-54.2%
W vs HDB
-24.7%
-29.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.6% |
| 7D | -3.6% | +13.3% | -16.9% | -11.4% |
| 30D | +7.0% | +13.6% | -6.6% | -2.1% |
| 3M | +7.4% | +5.8% | +1.6% | +2.4% |
| 6M | +69.3% | -1.9% | +71.2% | +69.3% |
| YTD | +11.3% | -31.2% | +42.5% | +41.8% |
| 1Y | +13.2% | -29.6% | +42.8% | +41.4% |
| 3Y | +142.0% | -10.1% | +152.1% | +137.2% |
| All | -54.2% | -24.7% | -29.5% | -49.1% |
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