-37.4%
HDB vs GRMN
+76.7%
-114.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -4.9% | -11.3% | +6.5% | -2.3% |
| 3M | -2.3% | +17.7% | -20.0% | -6.2% |
| 6M | -23.7% | +14.2% | -37.9% | -26.2% |
| YTD | -38.5% | +37.0% | -75.5% | -42.8% |
| 1Y | -36.5% | +17.0% | -53.5% | -39.2% |
| 3Y | -28.5% | +183.2% | -211.6% | -49.9% |
| 5Y | -37.4% | +77.3% | -114.6% | -51.9% |
| All | -37.4% | +76.7% | -114.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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