-25.3%
HDB vs AR
+71.8%
-97.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +13.3% | -14.3% | +27.6% | +14.3% |
| 30D | +13.6% | +1.4% | +12.1% | +13.3% |
| 3M | +5.8% | +3.4% | +2.4% | +5.3% |
| 6M | -1.9% | -2.1% | +0.2% | -2.1% |
| YTD | -31.2% | +4.7% | -35.9% | -32.0% |
| 1Y | -29.6% | +10.6% | -40.1% | -30.7% |
| 3Y | -10.1% | +24.6% | -34.7% | -14.2% |
| All | -25.3% | +71.8% | -97.2% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling