-34.0%
HDB vs IT
-23.2%
-10.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.3% | +1.6% | +6.8% |
| 7D | +0.7% | -3.7% | +4.4% | +0.6% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | -2.0% | +20.7% | -22.7% | -2.0% |
| 6M | -18.1% | +12.0% | -30.1% | -18.2% |
| YTD | -36.1% | -28.8% | -7.3% | -36.9% |
| 1Y | -34.0% | -25.5% | -8.5% | -35.0% |
| All | -34.0% | -23.2% | -10.8% | -35.0% |
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