+34.0%
HDB vs EXR
+147.0%
-113.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -2.0% | -0.7% | -1.4% | -1.9% |
| 30D | -4.9% | -6.9% | +2.1% | -3.1% |
| 3M | -2.3% | -3.0% | +0.7% | -1.7% |
| 6M | -23.7% | -2.9% | -20.8% | -23.3% |
| YTD | -38.5% | +9.3% | -47.8% | -40.1% |
| 1Y | -36.5% | -0.9% | -35.5% | -36.6% |
| 3Y | -28.5% | +24.7% | -53.2% | -34.4% |
| 5Y | -37.4% | -11.7% | -25.7% | -37.9% |
| 10Y | +34.0% | +148.4% | -114.3% | +1.3% |
| All | +34.0% | +147.0% | -113.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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