-22.2%
HDB vs IT
-43.9%
+21.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +12.7% | -7.5% | +20.2% | +13.9% |
| 30D | +16.6% | -1.2% | +17.8% | +16.3% |
| 3M | +10.8% | -2.2% | +13.0% | +10.3% |
| 6M | +3.8% | +19.1% | -15.2% | -0.4% |
| YTD | -28.9% | -25.1% | -3.8% | -26.0% |
| 1Y | -28.0% | -17.4% | -10.6% | -26.7% |
| 3Y | -7.2% | -54.1% | +46.9% | +6.6% |
| 5Y | -22.2% | -42.7% | +20.4% | -22.4% |
| All | -22.2% | -43.9% | +21.7% | -22.4% |
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 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