-34.0%
HDB vs ET
+33.4%
-67.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +6.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +1.0% | +2.9% | -1.9% | +1.4% |
| 3M | -2.0% | +16.8% | -18.8% | +0.3% |
| 6M | -18.1% | +18.9% | -37.0% | -16.1% |
| YTD | -36.1% | +37.7% | -73.8% | -35.4% |
| 1Y | -34.0% | +32.4% | -66.5% | -34.1% |
| All | -34.0% | +33.4% | -67.5% | -34.1% |
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