-0.6%
HDB vs NTR
+97.9%
-98.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +6.9% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +1.0% | +16.8% | -15.8% | -2.2% |
| 3M | -2.0% | +20.7% | -22.7% | -5.9% |
| 6M | -18.1% | +0.5% | -18.6% | -18.8% |
| YTD | -36.1% | +29.2% | -65.3% | -40.4% |
| 1Y | -34.0% | +39.6% | -73.6% | -39.8% |
| 3Y | -26.7% | +37.9% | -64.6% | -33.9% |
| 5Y | -33.9% | +47.1% | -80.9% | -46.9% |
| All | -0.6% | +97.9% | -98.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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