+65.9%
HDB vs AR
+57.2%
+8.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +4.1% | +6.4% | -2.3% | +3.6% |
| 30D | +13.0% | +3.1% | +9.8% | +12.6% |
| 3M | +11.3% | +3.3% | +8.0% | +10.8% |
| 6M | +6.9% | +6.6% | +0.4% | +6.1% |
| YTD | -29.6% | +12.3% | -42.0% | -30.8% |
| 1Y | -29.5% | +12.3% | -41.9% | -30.7% |
| 3Y | -8.1% | +50.4% | -58.6% | -13.2% |
| 5Y | -23.4% | +101.0% | -124.4% | -30.7% |
| All | +65.9% | +57.2% | +8.7% | +27.8% |
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