+40.9%
HDB vs FND
+61.4%
-20.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.4% |
| 7D | +4.1% | -5.1% | +9.2% | +5.0% |
| 30D | +13.0% | +9.2% | +3.8% | +11.0% |
| 3M | +11.3% | -17.7% | +28.9% | +14.7% |
| 6M | +6.9% | +2.5% | +4.5% | +5.4% |
| YTD | -29.6% | -19.8% | -9.8% | -28.0% |
| 1Y | -29.5% | -22.7% | -6.8% | -27.5% |
| 3Y | -8.1% | -38.3% | +30.2% | -5.2% |
| 5Y | -23.4% | -63.0% | +39.6% | -16.7% |
| All | +40.9% | +61.4% | -20.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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