+61.3%
HDB vs CAPR
-64.9%
+126.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.8% | +2.5% |
| 7D | +13.7% | +36.0% | -22.3% | +13.1% |
| 30D | +15.8% | +25.8% | -10.0% | +15.3% |
| 3M | +9.2% | +140.8% | -131.6% | +7.1% |
| 6M | +3.2% | -67.6% | +70.7% | +3.7% |
| YTD | -29.4% | -65.9% | +36.5% | -29.1% |
| 1Y | -27.9% | +66.1% | -94.0% | -32.5% |
| 3Y | -5.9% | +256.9% | -262.8% | -16.8% |
| 5Y | -23.5% | +172.1% | -195.6% | -33.0% |
| 10Y | +61.3% | -64.7% | +126.0% | +28.6% |
| All | +61.3% | -64.9% | +126.3% | +28.6% |
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