-24.8%
HDB vs FDS
-27.1%
+2.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | +0.4% | -1.9% | +2.3% | +0.6% |
| 30D | -2.8% | +9.0% | -11.8% | -3.6% |
| 3M | -3.5% | +18.9% | -22.4% | -5.2% |
| 6M | -24.7% | +35.1% | -59.8% | -27.1% |
| YTD | -36.6% | +5.5% | -42.1% | -36.5% |
| 1Y | -34.4% | -16.8% | -17.6% | -31.5% |
| All | -24.8% | -27.1% | +2.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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