+236.0%
HDB vs AR
-33.4%
+269.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +13.3% | -14.3% | +27.6% | +14.5% |
| 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% | -31.9% |
| 1Y | -29.6% | +10.6% | -40.1% | -30.6% |
| 3Y | -10.1% | +24.6% | -34.7% | -13.6% |
| 5Y | -24.3% | +71.9% | -96.2% | -30.4% |
| 10Y | +59.3% | +46.4% | +12.9% | +24.0% |
| All | +236.0% | -33.4% | +269.3% | +178.9% |
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