+4,191.8%
HDB vs GAP
+30.4%
+4,161.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +4.1% | -5.2% | +9.3% | +5.3% |
| 30D | +13.0% | -6.9% | +19.9% | +14.7% |
| 3M | +11.3% | +5.7% | +5.5% | +9.3% |
| 6M | +6.9% | +0.9% | +6.0% | +5.4% |
| YTD | -29.6% | -14.5% | -15.2% | -28.5% |
| 1Y | -29.5% | -12.1% | -17.4% | -29.0% |
| 3Y | -8.1% | +72.2% | -80.3% | -28.8% |
| 5Y | -23.4% | +4.5% | -28.0% | -37.3% |
| 10Y | +62.9% | +3.3% | +59.6% | +7.7% |
| All | +4,191.8% | +30.4% | +4,161.4% | +1,662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling