-34.0%
HDB vs NTRS
+51.4%
-85.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +6.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +1.0% | -0.7% | +1.6% | +1.1% |
| 3M | -2.0% | +11.3% | -13.3% | -4.5% |
| 6M | -18.1% | +35.5% | -53.6% | -23.1% |
| YTD | -36.1% | +40.6% | -76.7% | -39.8% |
| 1Y | -34.0% | +49.2% | -83.3% | -37.8% |
| All | -34.0% | +51.4% | -85.5% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling