-31.5%
HDB vs IRE
-97.2%
+65.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +39.6% | -37.8% | +2.1% |
| 7D | +13.3% | -27.2% | +40.5% | +13.1% |
| 30D | +13.6% | -75.1% | +88.7% | +12.9% |
| 3M | +5.8% | -77.9% | +83.6% | +5.3% |
| 6M | -1.9% | -94.6% | +92.7% | -1.6% |
| YTD | -31.2% | -91.5% | +60.3% | -31.0% |
| 1Y | -29.6% | -97.8% | +68.3% | -30.4% |
| All | -31.5% | -97.2% | +65.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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