-7.5%
HDB vs CAPR
+239.1%
-246.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.4% | +0.5% |
| 7D | +2.7% | +5.9% | -3.1% | +2.7% |
| 30D | +14.1% | +44.6% | -30.5% | +13.9% |
| 3M | +11.8% | +126.4% | -114.5% | +11.2% |
| 6M | +8.2% | -68.6% | +76.7% | +8.3% |
| YTD | -29.3% | -67.0% | +37.7% | -29.3% |
| 1Y | -28.8% | +65.2% | -93.9% | -29.8% |
| 3Y | -7.5% | +235.6% | -243.0% | -17.8% |
| All | -7.5% | +239.1% | -246.6% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling