+64.9%
HDB vs CAPR
-59.1%
+124.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | -0.3% |
| 7D | +6.9% | +25.8% | -18.8% | +6.5% |
| 30D | +15.2% | +50.2% | -35.0% | +14.3% |
| 3M | +11.7% | +185.5% | -173.8% | +9.2% |
| 6M | +7.5% | -64.8% | +72.3% | +7.9% |
| YTD | -28.8% | -61.1% | +32.3% | -28.8% |
| 1Y | -29.1% | +81.0% | -110.1% | -33.7% |
| 3Y | -7.0% | +300.7% | -307.7% | -18.0% |
| 5Y | -22.1% | +223.3% | -245.4% | -32.0% |
| 10Y | +64.9% | -58.8% | +123.7% | +31.4% |
| All | +64.9% | -59.1% | +124.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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