+33.7%
HDB vs A
+236.6%
-202.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.3% |
| 7D | -4.9% | -4.4% | -0.5% | -3.4% |
| 30D | -5.8% | -2.7% | -3.2% | -5.1% |
| 3M | -5.2% | +7.0% | -12.2% | -7.8% |
| 6M | -25.7% | +24.6% | -50.3% | -31.9% |
| YTD | -39.6% | +7.0% | -46.6% | -41.8% |
| 1Y | -36.9% | +15.6% | -52.5% | -41.3% |
| 3Y | -29.7% | +29.9% | -59.6% | -40.3% |
| 5Y | -37.8% | -15.4% | -22.4% | -37.4% |
| 10Y | +33.7% | +248.9% | -215.1% | -28.1% |
| All | +33.7% | +236.6% | -202.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling