+27.0%
HDB vs FND
+66.0%
-39.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.7% |
| 7D | +0.4% | -5.2% | +5.7% | +1.3% |
| 30D | -2.8% | -19.9% | +17.1% | +0.9% |
| 3M | -3.5% | +2.7% | -6.3% | -4.6% |
| 6M | -24.7% | -21.7% | -3.0% | -22.1% |
| YTD | -36.6% | -17.5% | -19.1% | -35.2% |
| 1Y | -34.4% | -39.3% | +4.9% | -29.6% |
| 3Y | -24.4% | -49.8% | +25.4% | -18.8% |
| 5Y | -35.4% | -60.1% | +24.7% | -30.5% |
| All | +27.0% | +66.0% | -39.1% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling