+533.2%
XYZ vs HDB
+76.7%
+456.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -1.7% | -2.8% | +1.1% | -0.2% |
| 3M | +16.7% | -3.5% | +20.3% | +18.3% |
| 6M | +26.9% | -24.7% | +51.6% | +48.4% |
| YTD | +27.1% | -36.6% | +63.7% | +64.6% |
| 1Y | +9.3% | -34.4% | +43.6% | +37.7% |
| 3Y | +42.3% | -24.4% | +66.7% | +56.3% |
| 5Y | -69.3% | -35.4% | -34.0% | -62.6% |
| 10Y | +586.8% | +39.5% | +547.3% | +413.8% |
| All | +533.2% | +76.7% | +456.5% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling