-30.7%
HDB vs FND
-50.0%
+19.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -5.8% | -19.6% | +13.7% | -3.2% |
| 3M | -5.2% | -4.3% | -0.9% | -5.0% |
| 6M | -25.7% | -20.4% | -5.3% | -24.4% |
| YTD | -39.6% | -21.9% | -17.7% | -38.5% |
| 1Y | -36.9% | -45.2% | +8.3% | -33.8% |
| All | -30.7% | -50.0% | +19.4% | -30.3% |
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