-6.8%
HDB vs FND
-35.3%
+28.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +6.9% | -4.4% | +11.3% | +7.6% |
| 30D | +15.2% | +14.5% | +0.7% | +13.0% |
| 3M | +11.7% | -15.6% | +27.3% | +13.8% |
| 6M | +7.5% | +4.7% | +2.8% | +6.1% |
| YTD | -28.8% | -16.1% | -12.6% | -28.4% |
| 1Y | -29.1% | -16.0% | -13.1% | -28.8% |
| All | -6.8% | -35.3% | +28.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling