+67.9%
HDB vs IT
+90.8%
-22.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +6.9% | -6.8% | +13.8% | +8.4% |
| 30D | +15.2% | -0.6% | +15.8% | +14.7% |
| 3M | +11.7% | +3.1% | +8.7% | +9.8% |
| 6M | +7.5% | +25.5% | -18.0% | -0.5% |
| YTD | -28.8% | -23.5% | -5.3% | -26.3% |
| 1Y | -29.1% | -16.6% | -12.5% | -28.5% |
| 3Y | -7.0% | -53.1% | +46.1% | +7.1% |
| 5Y | -22.1% | -41.4% | +19.4% | -19.0% |
| All | +67.9% | +90.8% | -22.9% | +18.4% |
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