+63.6%
HDB vs AR
+52.4%
+11.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.0% | +3.0% |
| 7D | +12.7% | -5.8% | +18.5% | +13.2% |
| 30D | +16.6% | +4.8% | +11.8% | +16.1% |
| 3M | +10.8% | +1.5% | +9.3% | +10.5% |
| 6M | +3.8% | +4.7% | -0.9% | +3.1% |
| YTD | -28.9% | +9.2% | -38.1% | -29.9% |
| 1Y | -28.0% | +11.2% | -39.1% | -29.1% |
| 3Y | -7.2% | +46.2% | -53.4% | -12.1% |
| 5Y | -22.2% | +98.1% | -120.3% | -29.5% |
| 10Y | +63.6% | +54.5% | +9.0% | +25.5% |
| All | +63.6% | +52.4% | +11.1% | +25.5% |
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