-34.5%
HDB vs GTLB
-47.1%
+12.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +0.4% | +11.1% | -10.6% | -0.3% |
| 30D | -2.8% | +37.8% | -40.6% | -4.9% |
| 3M | -3.5% | +61.6% | -65.1% | -6.7% |
| 6M | -24.7% | +98.9% | -123.6% | -28.4% |
| YTD | -36.6% | +32.8% | -69.3% | -38.2% |
| 1Y | -34.4% | +14.7% | -49.0% | -35.6% |
| 3Y | -24.4% | +1.3% | -25.7% | -27.1% |
| All | -34.5% | -47.1% | +12.6% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling