-26.4%
HDB vs FGI
-70.4%
+43.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -2.8% | +65.4% | -68.2% | -3.7% |
| 3M | -3.5% | +23.5% | -27.0% | -4.2% |
| 6M | -24.7% | +60.5% | -85.2% | -26.0% |
| YTD | -36.6% | +30.0% | -66.6% | -37.5% |
| 1Y | -34.4% | +82.1% | -116.4% | -36.2% |
| 3Y | -24.4% | -4.4% | -20.0% | -26.4% |
| All | -26.4% | -70.4% | +43.9% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling