-38.0%
HDB vs GAP
-9.4%
-28.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -6.2% | -6.3% | +0.1% | -5.3% |
| 30D | -6.2% | -0.2% | -6.0% | -6.3% |
| 3M | -5.9% | 0.0% | -5.9% | -6.1% |
| 6M | -25.9% | -8.1% | -17.8% | -25.6% |
| YTD | -40.2% | -16.5% | -23.8% | -39.0% |
| 1Y | -38.0% | -10.5% | -27.5% | -37.7% |
| All | -38.0% | -9.4% | -28.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling