+34.0%
HDB vs M
-6.4%
+40.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.7% |
| 7D | -2.0% | +2.4% | -4.4% | -2.3% |
| 30D | -4.9% | -11.6% | +6.7% | -3.5% |
| 3M | -2.3% | +1.6% | -3.9% | -2.7% |
| 6M | -23.7% | +25.2% | -48.9% | -25.9% |
| YTD | -38.5% | +3.8% | -42.2% | -39.0% |
| 1Y | -36.5% | +36.3% | -72.8% | -39.2% |
| 3Y | -28.5% | +116.3% | -144.8% | -37.4% |
| 5Y | -37.4% | +28.2% | -65.5% | -43.6% |
| 10Y | +34.0% | -3.4% | +37.4% | -3.0% |
| All | +34.0% | -6.4% | +40.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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