-29.5%
HDB vs GTLB
+1.6%
-31.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +4.1% | -3.5% | +7.6% | +4.1% |
| 30D | +13.0% | -9.0% | +22.0% | +13.0% |
| 3M | +11.3% | +15.9% | -4.6% | +10.8% |
| 6M | +6.9% | +104.9% | -97.9% | +5.3% |
| YTD | -29.6% | +26.0% | -55.6% | -31.1% |
| 1Y | -29.5% | +1.8% | -31.3% | -30.9% |
| All | -29.5% | +1.6% | -31.1% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling