+34.0%
HDB vs AR
+45.1%
-11.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -4.9% | +12.6% | -17.5% | -5.8% |
| 3M | -2.3% | +10.0% | -12.3% | -3.1% |
| 6M | -23.7% | +0.6% | -24.4% | -24.0% |
| YTD | -38.5% | +13.4% | -51.9% | -39.4% |
| 1Y | -36.5% | +21.7% | -58.2% | -37.9% |
| 3Y | -28.5% | +45.8% | -74.3% | -32.2% |
| 5Y | -37.4% | +144.3% | -181.6% | -44.3% |
| 10Y | +34.0% | +41.8% | -7.8% | +5.9% |
| All | +34.0% | +45.1% | -11.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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