+1,556.2%
HDB vs ITOT
+891.2%
+665.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.8% |
| 30D | -4.9% | -1.1% | -3.8% | -3.7% |
| 3M | -2.3% | +3.9% | -6.2% | -6.9% |
| 6M | -23.7% | +14.7% | -38.5% | -35.4% |
| YTD | -38.5% | +13.3% | -51.8% | -47.2% |
| 1Y | -36.5% | +19.1% | -55.6% | -49.0% |
| 3Y | -28.5% | +77.3% | -105.8% | -66.5% |
| 5Y | -37.4% | +74.1% | -111.4% | -71.0% |
| 10Y | +34.0% | +293.1% | -259.1% | -81.9% |
| All | +1,556.2% | +891.2% | +665.0% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling