+4,096.6%
HDB vs A
+924.2%
+3,172.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.1% |
| 7D | +13.3% | -0.1% | +13.4% | +13.3% |
| 30D | +13.6% | +3.4% | +10.2% | +11.8% |
| 3M | +5.8% | +23.8% | -18.1% | -3.7% |
| 6M | -1.9% | +49.0% | -50.9% | -18.0% |
| YTD | -31.2% | +29.4% | -60.6% | -39.4% |
| 1Y | -29.6% | +19.4% | -48.9% | -36.0% |
| 3Y | -10.1% | +66.2% | -76.3% | -32.1% |
| 5Y | -24.3% | +15.8% | -40.1% | -35.0% |
| 10Y | +59.3% | +326.1% | -266.8% | -25.1% |
| All | +4,096.6% | +924.2% | +3,172.4% | +1,025.4% |
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