-38.1%
HDB vs ITOT
+71.8%
-110.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | -6.2% | -2.0% | -4.1% | -4.9% |
| 30D | -6.2% | -2.0% | -4.3% | -5.1% |
| 3M | -5.9% | +4.5% | -10.4% | -8.6% |
| 6M | -25.9% | +12.6% | -38.6% | -31.3% |
| YTD | -40.2% | +12.0% | -52.2% | -44.4% |
| 1Y | -38.0% | +17.3% | -55.2% | -44.0% |
| 3Y | -30.5% | +75.2% | -105.7% | -53.4% |
| 5Y | -38.1% | +74.0% | -112.2% | -58.5% |
| All | -38.1% | +71.8% | -110.0% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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