+19.6%
HDB vs FND
+54.9%
-35.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -6.2% | -5.1% | -1.1% | -5.3% |
| 30D | -6.2% | -22.5% | +16.3% | -2.0% |
| 3M | -5.9% | -5.0% | -0.9% | -5.5% |
| 6M | -25.9% | -21.5% | -4.4% | -23.4% |
| YTD | -40.2% | -23.0% | -17.2% | -38.2% |
| 1Y | -38.0% | -44.9% | +6.9% | -32.4% |
| 3Y | -30.5% | -50.0% | +19.5% | -25.3% |
| 5Y | -38.1% | -63.3% | +25.2% | -32.5% |
| All | +19.6% | +54.9% | -35.3% | +0.8% |
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