-35.7%
HDB vs CAPR
+84.7%
-120.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | -2.8% | +139.2% | -142.0% | -3.7% |
| 3M | -3.5% | -66.4% | +62.8% | -3.2% |
| 6M | -24.7% | -63.1% | +38.4% | -24.6% |
| YTD | -36.6% | -67.4% | +30.9% | -36.4% |
| 1Y | -34.4% | +58.2% | -92.6% | -36.5% |
| 3Y | -24.4% | +42.2% | -66.6% | -30.6% |
| All | -35.7% | +84.7% | -120.4% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling