+61.3%
HDB vs AR
+48.7%
+12.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | +13.7% | -10.5% | +24.2% | +14.6% |
| 30D | +15.8% | +1.3% | +14.6% | +15.6% |
| 3M | +9.2% | +4.8% | +4.5% | +8.6% |
| 6M | +3.2% | +1.2% | +2.0% | +2.7% |
| YTD | -29.4% | +5.5% | -34.9% | -30.2% |
| 1Y | -27.9% | +8.1% | -36.0% | -28.9% |
| 3Y | -5.9% | +38.8% | -44.7% | -10.5% |
| 5Y | -23.5% | +78.8% | -102.3% | -30.1% |
| 10Y | +61.3% | +46.4% | +15.0% | +24.3% |
| All | +61.3% | +48.7% | +12.7% | +24.3% |
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