-34.4%
HDB vs ET
+31.4%
-65.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +0.4% | +0.9% | -0.5% | +0.6% |
| 30D | -2.8% | +7.5% | -10.3% | -1.8% |
| 3M | -3.5% | +11.4% | -15.0% | -1.9% |
| 6M | -24.7% | +18.5% | -43.2% | -22.8% |
| YTD | -36.6% | +37.4% | -73.9% | -36.0% |
| 1Y | -34.4% | +30.9% | -65.3% | -33.7% |
| All | -34.4% | +31.4% | -65.8% | -33.7% |
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