-24.7%
HDB vs IT
+13.8%
-38.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | +0.4% | -6.0% | +6.5% | +0.5% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -3.5% | +13.1% | -16.6% | -4.2% |
| 6M | -24.7% | +11.7% | -36.4% | -26.1% |
| All | -24.7% | +13.8% | -38.5% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling