-37.6%
HDB vs GTLB
-50.8%
+13.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.7% |
| 7D | -4.9% | -6.6% | +1.7% | -4.5% |
| 30D | -5.8% | +13.7% | -19.6% | -6.7% |
| 3M | -5.2% | +52.9% | -58.1% | -8.0% |
| 6M | -25.7% | +88.5% | -114.2% | -29.1% |
| YTD | -39.6% | +23.4% | -63.0% | -40.9% |
| 1Y | -36.9% | -3.8% | -33.1% | -37.4% |
| 3Y | -29.7% | -11.5% | -18.2% | -31.6% |
| All | -37.6% | -50.8% | +13.2% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling