+41.5%
HDB vs MKTX
+5.0%
+36.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +6.9% | +6.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +1.0% | +0.7% | +0.3% | +0.9% |
| 3M | -2.0% | +40.8% | -42.8% | -8.1% |
| 6M | -18.1% | -8.0% | -10.1% | -17.4% |
| YTD | -36.1% | -8.7% | -27.4% | -35.6% |
| 1Y | -34.0% | -11.8% | -22.2% | -33.2% |
| 3Y | -26.7% | -24.0% | -2.7% | -25.5% |
| 5Y | -33.9% | -60.3% | +26.4% | -25.0% |
| All | +41.5% | +5.0% | +36.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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