+842.0%
HDB vs ET
+1,435.7%
-593.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -2.0% | +0.4% | -2.5% | -2.2% |
| 30D | -4.9% | +6.9% | -11.7% | -6.5% |
| 3M | -2.3% | +13.1% | -15.4% | -5.4% |
| 6M | -23.7% | +18.7% | -42.4% | -27.2% |
| YTD | -38.5% | +37.4% | -75.9% | -43.5% |
| 1Y | -36.5% | +34.8% | -71.3% | -41.4% |
| 3Y | -28.5% | +96.8% | -125.3% | -40.8% |
| 5Y | -37.4% | +238.2% | -275.6% | -55.5% |
| 10Y | +34.0% | +159.4% | -125.4% | -7.1% |
| All | +842.0% | +1,435.7% | -593.7% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling