-37.8%
HDB vs HBM
+392.2%
-430.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -4.9% | +5.5% | -10.4% | -5.5% |
| 30D | -5.8% | +3.3% | -9.1% | -6.3% |
| 3M | -5.2% | +12.7% | -17.8% | -7.0% |
| 6M | -25.7% | +28.2% | -53.9% | -28.6% |
| YTD | -39.6% | +45.3% | -84.9% | -43.1% |
| 1Y | -36.9% | +121.7% | -158.6% | -43.8% |
| 3Y | -29.7% | +523.5% | -553.2% | -47.3% |
| 5Y | -37.8% | +393.9% | -431.7% | -53.7% |
| All | -37.8% | +392.2% | -430.0% | -53.7% |
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