+3,769.4%
HDB vs A
+782.8%
+2,986.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +0.4% | -1.9% | +2.4% | +1.2% |
| 30D | -2.8% | +6.9% | -9.7% | -5.7% |
| 3M | -3.5% | +9.2% | -12.8% | -7.4% |
| 6M | -24.7% | +25.7% | -50.4% | -32.4% |
| YTD | -36.6% | +11.5% | -48.1% | -40.4% |
| 1Y | -34.4% | +18.4% | -52.7% | -40.3% |
| 3Y | -24.4% | +26.6% | -51.0% | -35.9% |
| 5Y | -35.4% | -12.8% | -22.5% | -37.2% |
| 10Y | +39.5% | +247.2% | -207.6% | -28.4% |
| All | +3,769.4% | +782.8% | +2,986.6% | +1,006.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling