-32.9%
HDB vs IT
-17.9%
-15.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.5% |
| 7D | +12.9% | -5.5% | +18.4% | +12.9% |
| 30D | +10.0% | +10.3% | -0.3% | +9.7% |
| 3M | +1.8% | +11.5% | -9.7% | +1.4% |
| 6M | -2.1% | +40.3% | -42.4% | -2.5% |
| YTD | -33.4% | -17.9% | -15.5% | -34.6% |
| 1Y | -32.9% | -8.8% | -24.1% | -34.0% |
| All | -32.9% | -17.9% | -15.0% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling