+901.7%
HD vs INDA
+115.1%
+786.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -8.4% | -0.8% | -7.6% | -8.1% |
| 3M | +4.3% | +3.9% | +0.4% | +2.7% |
| 6M | -11.1% | -0.7% | -10.4% | -10.8% |
| YTD | -4.7% | -7.7% | +3.0% | -1.5% |
| 1Y | -19.8% | -5.1% | -14.7% | -18.2% |
| 3Y | +4.1% | +13.6% | -9.5% | -2.0% |
| 5Y | +10.3% | +7.8% | +2.5% | +5.8% |
| 10Y | +203.2% | +84.6% | +118.5% | +129.7% |
| All | +901.7% | +115.1% | +786.6% | +615.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling