-37.4%
HDB vs A
-14.2%
-23.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -2.4% |
| 7D | -2.0% | -2.1% | 0.0% | -1.6% |
| 30D | -4.9% | +0.6% | -5.5% | -5.1% |
| 3M | -2.3% | +10.9% | -13.2% | -4.9% |
| 6M | -23.7% | +28.2% | -51.9% | -28.5% |
| YTD | -38.5% | +8.6% | -47.0% | -40.2% |
| 1Y | -36.5% | +15.5% | -52.0% | -39.4% |
| 3Y | -28.5% | +31.8% | -60.3% | -36.7% |
| 5Y | -37.4% | -14.9% | -22.5% | -39.7% |
| All | -37.4% | -14.2% | -23.1% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling