-28.5%
HDB vs IT
-51.4%
+22.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -2.7% |
| 7D | -2.0% | -9.1% | +7.1% | -1.6% |
| 30D | -4.9% | -7.0% | +2.1% | -4.6% |
| 3M | -2.3% | +7.6% | -9.9% | -2.9% |
| 6M | -23.7% | +2.1% | -25.8% | -24.0% |
| YTD | -38.5% | -31.6% | -6.9% | -37.0% |
| 1Y | -36.5% | -29.9% | -6.5% | -35.2% |
| 3Y | -28.5% | -51.3% | +22.8% | -22.7% |
| All | -28.5% | -51.4% | +22.9% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling