-37.8%
HDB vs GAP
+6.6%
-44.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.3% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -5.8% | -0.7% | -5.1% | -5.9% |
| 3M | -5.2% | -0.5% | -4.7% | -5.3% |
| 6M | -25.7% | -5.0% | -20.7% | -25.6% |
| YTD | -39.6% | -14.7% | -24.9% | -39.0% |
| 1Y | -36.9% | -8.6% | -28.3% | -36.9% |
| 3Y | -29.7% | +108.4% | -138.1% | -39.2% |
| 5Y | -37.8% | +5.8% | -43.5% | -45.3% |
| All | -37.8% | +6.6% | -44.4% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling