-7.5%
HDB vs GAP
+70.6%
-78.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +2.7% | -1.9% | +4.7% | +2.9% |
| 30D | +14.1% | -7.1% | +21.2% | +14.7% |
| 3M | +11.8% | +4.1% | +7.7% | +11.4% |
| 6M | +8.2% | +1.9% | +6.2% | +7.6% |
| YTD | -29.3% | -15.2% | -14.1% | -28.9% |
| 1Y | -28.8% | -10.6% | -18.2% | -28.6% |
| 3Y | -7.5% | +74.6% | -82.0% | -10.3% |
| All | -7.5% | +70.6% | -78.0% | -10.3% |
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