+66.2%
XYZ vs HDB
-5.9%
+72.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.6% |
| 7D | +12.6% | +12.7% | -0.1% | +8.8% |
| 30D | +10.8% | +16.6% | -5.8% | +6.1% |
| 3M | +8.4% | +10.8% | -2.4% | +5.1% |
| 6M | +14.3% | +3.8% | +10.5% | +12.3% |
| YTD | +31.5% | -28.9% | +60.4% | +38.8% |
| 1Y | +28.1% | -28.0% | +56.1% | +34.8% |
| 3Y | +66.2% | -7.2% | +73.3% | +72.7% |
| All | +66.2% | -5.9% | +72.1% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling