-4.6%
HD vs INDA
-7.3%
+2.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.8% | +4.5% |
| 7D | +11.9% | +6.9% | +5.0% | +6.7% |
| 30D | +26.4% | +7.4% | +19.0% | +20.3% |
| 3M | +2.8% | -1.0% | +3.8% | +3.4% |
| 6M | +15.5% | +2.9% | +12.6% | +13.3% |
| YTD | +5.5% | -7.4% | +13.0% | +2.3% |
| 1Y | -4.6% | -7.4% | +2.8% | -7.2% |
| All | -4.6% | -7.3% | +2.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling