-32.9%
HDB vs ET
+24.7%
-57.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.0% | +4.6% |
| 7D | +12.9% | -6.0% | +18.9% | +11.2% |
| 30D | +10.0% | -6.1% | +16.1% | +8.5% |
| 3M | +1.8% | -2.7% | +4.5% | +0.9% |
| 6M | -2.1% | +0.2% | -2.3% | -2.3% |
| YTD | -33.4% | +24.3% | -57.8% | -33.7% |
| 1Y | -32.9% | +26.4% | -59.3% | -33.2% |
| All | -32.9% | +24.7% | -57.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling