+663.3%
HDB vs CAPR
-99.1%
+762.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +0.4% | -2.0% | +2.4% | +0.5% |
| 30D | -2.8% | +139.2% | -142.0% | -4.3% |
| 3M | -3.5% | -66.4% | +62.8% | -3.0% |
| 6M | -24.7% | -63.1% | +38.4% | -24.5% |
| YTD | -36.6% | -67.4% | +30.9% | -36.3% |
| 1Y | -34.4% | +58.2% | -92.6% | -37.7% |
| 3Y | -24.4% | +42.2% | -66.6% | -29.7% |
| 5Y | -35.4% | +87.3% | -122.6% | -40.8% |
| 10Y | +39.5% | -75.3% | +114.8% | +22.1% |
| All | +663.3% | -99.1% | +762.4% | +542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling