+3,769.4%
HDB vs GRMN
+4,613.9%
-844.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.4% | -2.9% | +3.3% | +1.4% |
| 30D | -2.8% | -8.4% | +5.6% | 0.0% |
| 3M | -3.5% | +15.0% | -18.5% | -8.5% |
| 6M | -24.7% | +11.2% | -35.9% | -27.8% |
| YTD | -36.6% | +37.7% | -74.3% | -43.6% |
| 1Y | -34.4% | +18.5% | -52.8% | -39.0% |
| 3Y | -24.4% | +175.8% | -200.2% | -49.9% |
| 5Y | -35.4% | +75.1% | -110.5% | -50.5% |
| 10Y | +39.5% | +637.0% | -597.5% | -36.4% |
| All | +3,769.4% | +4,613.9% | -844.5% | +701.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling