-20.2%
HDB vs FGI
-70.6%
+50.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +13.3% | -7.0% | +20.3% | +13.4% |
| 30D | +13.6% | -4.2% | +17.8% | +13.6% |
| 3M | +5.8% | +55.6% | -49.8% | +4.8% |
| 6M | -1.9% | -3.2% | +1.2% | -2.5% |
| YTD | -31.2% | +29.1% | -60.3% | -32.2% |
| 1Y | -29.6% | +51.0% | -80.5% | -30.9% |
| 3Y | -10.1% | +1.5% | -11.6% | -12.7% |
| All | -20.2% | -70.6% | +50.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling