-31.4%
HDB vs ET
+97.8%
-129.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -6.2% | +1.4% | -7.5% | -6.3% |
| 30D | -6.2% | +4.6% | -10.8% | -6.7% |
| 3M | -5.9% | +16.0% | -21.9% | -7.5% |
| 6M | -25.9% | +22.8% | -48.7% | -28.0% |
| YTD | -40.2% | +38.9% | -79.1% | -43.2% |
| 1Y | -38.0% | +34.1% | -72.1% | -40.7% |
| All | -31.4% | +97.8% | -129.2% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling