-28.5%
HDB vs GAP
+113.8%
-142.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -2.0% | +1.7% | -3.8% | -2.2% |
| 30D | -4.9% | +9.3% | -14.2% | -5.6% |
| 3M | -2.3% | +6.1% | -8.4% | -2.9% |
| 6M | -23.7% | -2.3% | -21.4% | -23.9% |
| YTD | -38.5% | -10.6% | -27.9% | -38.3% |
| 1Y | -36.5% | -4.4% | -32.0% | -36.6% |
| 3Y | -28.5% | +118.3% | -146.8% | -36.0% |
| All | -28.5% | +113.8% | -142.2% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling