+2,124.6%
HDB vs EXR
+3,114.4%
-989.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | +13.7% | +2.7% | +11.0% | +12.3% |
| 30D | +15.8% | +18.9% | -3.1% | +6.4% |
| 3M | +9.2% | +8.4% | +0.9% | +5.0% |
| 6M | +3.2% | +14.3% | -11.2% | -3.8% |
| YTD | -29.4% | +27.2% | -56.6% | -37.8% |
| 1Y | -27.9% | +25.9% | -53.9% | -36.3% |
| 3Y | -5.9% | +54.6% | -60.5% | -28.4% |
| 5Y | -23.5% | -0.6% | -22.9% | -30.3% |
| 10Y | +61.3% | +208.5% | -147.2% | -28.5% |
| All | +2,124.6% | +3,114.4% | -989.8% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling