+41.5%
HDB vs ET
+177.0%
-135.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +7.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +1.0% | +2.9% | -1.9% | +0.4% |
| 3M | -2.0% | +16.8% | -18.8% | -5.0% |
| 6M | -18.1% | +18.9% | -37.0% | -21.0% |
| YTD | -36.1% | +37.7% | -73.8% | -40.2% |
| 1Y | -34.0% | +32.4% | -66.5% | -37.8% |
| 3Y | -26.7% | +99.5% | -126.2% | -37.0% |
| 5Y | -33.9% | +244.0% | -277.8% | -49.3% |
| All | +41.5% | +177.0% | -135.5% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling