+37.6%
HDB vs LII
+171.3%
-133.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | -2.8% | -12.6% | +9.8% | +0.7% |
| 3M | -3.5% | -24.4% | +20.9% | +2.8% |
| 6M | -24.7% | -28.7% | +4.0% | -18.8% |
| YTD | -36.6% | -19.1% | -17.4% | -34.3% |
| 1Y | -34.4% | -29.7% | -4.7% | -29.5% |
| 3Y | -24.4% | +4.8% | -29.2% | -31.7% |
| 5Y | -35.4% | +24.6% | -59.9% | -46.7% |
| All | +37.6% | +171.3% | -133.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling