+38.0%
HDB vs INVH
+79.4%
-41.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -4.9% | -2.3% | -2.6% | -4.0% |
| 30D | -5.8% | -5.7% | -0.1% | -3.6% |
| 3M | -5.2% | -4.5% | -0.7% | -3.6% |
| 6M | -25.7% | +11.0% | -36.7% | -29.0% |
| YTD | -39.6% | +3.7% | -43.3% | -40.8% |
| 1Y | -36.9% | -2.8% | -34.1% | -36.7% |
| 3Y | -29.7% | -7.1% | -22.6% | -29.4% |
| 5Y | -37.8% | -19.4% | -18.3% | -34.5% |
| All | +38.0% | +79.4% | -41.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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