+41.5%
HDB vs NTRS
+259.9%
-218.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +6.5% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +1.0% | -0.7% | +1.6% | +1.2% |
| 3M | -2.0% | +11.3% | -13.3% | -5.7% |
| 6M | -18.1% | +35.5% | -53.6% | -26.7% |
| YTD | -36.1% | +40.6% | -76.7% | -43.8% |
| 1Y | -34.0% | +49.2% | -83.3% | -43.4% |
| 3Y | -26.7% | +167.2% | -193.9% | -51.0% |
| 5Y | -33.9% | +94.9% | -128.8% | -51.0% |
| All | +41.5% | +259.9% | -218.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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