-22.2%
HDB vs HBM
+194.0%
-216.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.7% | +2.2% | +0.5% | +2.5% |
| 30D | +14.1% | -11.8% | +25.9% | +15.4% |
| 3M | +11.8% | -19.2% | +31.0% | +13.9% |
| 6M | +8.2% | -22.9% | +31.1% | +9.9% |
| YTD | -29.3% | +7.8% | -37.1% | -31.5% |
| 1Y | -28.8% | +34.9% | -63.7% | -32.8% |
| 3Y | -7.5% | +422.2% | -429.7% | -29.6% |
| All | -22.2% | +194.0% | -216.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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