+62.6%
XYZ vs HDB
-7.5%
+70.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.7% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | +11.5% | +14.1% | -2.6% | +7.4% |
| 3M | +1.8% | +11.8% | -10.0% | -1.5% |
| 6M | +21.2% | +8.2% | +13.0% | +17.9% |
| YTD | +29.9% | -29.3% | +59.3% | +37.5% |
| 1Y | +35.8% | -28.8% | +64.5% | +43.3% |
| 3Y | +62.6% | -7.5% | +70.1% | +69.7% |
| All | +62.6% | -7.5% | +70.1% | +69.7% |
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