+32.4%
HDB vs IT
+92.9%
-60.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -6.2% | -12.7% | +6.5% | -3.5% |
| 30D | -6.2% | -8.9% | +2.7% | -4.6% |
| 3M | -5.9% | +10.1% | -16.0% | -9.2% |
| 6M | -25.9% | +7.3% | -33.2% | -28.7% |
| YTD | -40.2% | -32.4% | -7.9% | -36.0% |
| 1Y | -38.0% | -26.6% | -11.3% | -35.6% |
| 3Y | -30.5% | -51.8% | +21.3% | -21.7% |
| 5Y | -38.1% | -45.6% | +7.5% | -34.6% |
| All | +32.4% | +92.9% | -60.5% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling