-37.4%
HDB vs IT
-44.6%
+7.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -2.0% |
| 7D | -2.0% | -9.1% | +7.1% | -0.8% |
| 30D | -4.9% | -7.0% | +2.1% | -4.1% |
| 3M | -2.3% | +7.6% | -9.9% | -4.2% |
| 6M | -23.7% | +2.1% | -25.8% | -24.8% |
| YTD | -38.5% | -31.6% | -6.9% | -34.8% |
| 1Y | -36.5% | -29.9% | -6.5% | -33.4% |
| 3Y | -28.5% | -51.3% | +22.8% | -21.2% |
| 5Y | -37.4% | -44.8% | +7.4% | -38.3% |
| All | -37.4% | -44.6% | +7.2% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling