-18.0%
HDB vs FGI
-74.8%
+56.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.6% | +0.6% |
| 7D | +2.7% | -14.4% | +17.1% | +2.8% |
| 30D | +14.1% | -11.8% | +25.9% | +14.2% |
| 3M | +11.8% | -46.2% | +58.1% | +12.2% |
| 6M | +8.2% | +5.2% | +3.0% | +7.3% |
| YTD | -29.3% | +10.5% | -39.8% | -30.3% |
| 1Y | -28.8% | +25.5% | -54.3% | -30.0% |
| 3Y | -7.5% | -16.0% | +8.5% | -10.0% |
| All | -18.0% | -74.8% | +56.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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