-34.1%
HDB vs GTLB
-50.1%
+16.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.5% | +6.9% |
| 7D | +0.7% | -5.7% | +6.4% | +1.1% |
| 30D | +1.0% | +15.1% | -14.1% | 0.0% |
| 3M | -2.0% | +65.5% | -67.4% | -5.3% |
| 6M | -18.1% | +102.9% | -121.0% | -22.2% |
| YTD | -36.1% | +25.2% | -61.3% | -37.5% |
| 1Y | -34.0% | -5.5% | -28.5% | -34.4% |
| 3Y | -26.7% | -10.9% | -15.8% | -28.7% |
| All | -34.1% | -50.1% | +16.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling