+986.6%
HD vs INDA
+122.2%
+864.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +3.1% | -3.5% | -1.8% |
| 30D | +18.5% | +9.1% | +9.4% | +14.2% |
| 3M | +2.2% | +3.2% | -1.0% | +0.8% |
| 6M | +13.8% | +8.5% | +5.4% | +10.1% |
| YTD | +3.4% | -4.6% | +8.0% | +5.5% |
| 1Y | -3.5% | -5.5% | +2.0% | -1.3% |
| 3Y | +29.0% | +16.7% | +12.3% | +20.0% |
| 5Y | +6.1% | +9.0% | -2.9% | +1.3% |
| 10Y | +242.3% | +116.6% | +125.6% | +147.4% |
| All | +986.6% | +122.2% | +864.4% | +665.8% |
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