-5.9%
HDB vs NTR
+103.7%
-109.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | -5.8% | +21.7% | -27.6% | -9.5% |
| 3M | -5.2% | +22.8% | -28.0% | -9.3% |
| 6M | -25.7% | +8.2% | -33.9% | -27.5% |
| YTD | -39.6% | +32.9% | -72.5% | -43.9% |
| 1Y | -36.9% | +45.3% | -82.2% | -42.9% |
| 3Y | -29.7% | +41.7% | -71.4% | -37.0% |
| 5Y | -37.8% | +49.8% | -87.6% | -50.1% |
| All | -5.9% | +103.7% | -109.6% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling