-25.3%
HDB vs CAPR
+142.6%
-167.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.7% |
| 7D | +13.3% | +41.1% | -27.7% | +13.0% |
| 30D | +13.6% | +11.1% | +2.4% | +13.4% |
| 3M | +5.8% | +115.3% | -109.5% | +4.8% |
| 6M | -1.9% | -73.8% | +71.9% | -1.5% |
| YTD | -31.2% | -68.8% | +37.6% | -31.0% |
| 1Y | -29.6% | +43.3% | -72.9% | -31.5% |
| 3Y | -10.1% | +214.7% | -224.8% | -21.0% |
| All | -25.3% | +142.6% | -167.9% | -40.0% |
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