-22.2%
HDB vs GRMN
+122.1%
-144.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.9% |
| 7D | +12.7% | +6.3% | +6.4% | +11.2% |
| 30D | +16.6% | +7.6% | +9.0% | +14.6% |
| 3M | +10.8% | -7.5% | +18.3% | +12.5% |
| 6M | +3.8% | +21.2% | -17.4% | -1.2% |
| YTD | -28.9% | +44.0% | -72.9% | -34.8% |
| 1Y | -28.0% | +44.7% | -72.7% | -34.0% |
| 3Y | -7.2% | +160.5% | -167.7% | -32.9% |
| 5Y | -22.2% | +124.6% | -146.9% | -40.0% |
| All | -22.2% | +122.1% | -144.4% | -40.0% |
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