+209.8%
HDB vs AR
-27.2%
+237.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | -2.8% | +14.8% | -17.6% | -3.8% |
| 3M | -3.5% | +6.2% | -9.8% | -4.1% |
| 6M | -24.7% | +4.3% | -29.0% | -25.2% |
| YTD | -36.6% | +14.4% | -50.9% | -37.5% |
| 1Y | -34.4% | +21.3% | -55.7% | -35.8% |
| 3Y | -24.4% | +39.8% | -64.2% | -27.9% |
| 5Y | -35.4% | +142.1% | -177.4% | -42.1% |
| 10Y | +39.5% | +52.0% | -12.5% | +8.4% |
| All | +209.8% | -27.2% | +237.0% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling