+3,796.1%
HDB vs NTRS
+445.4%
+3,350.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.1% | +5.8% | +6.3% |
| 7D | +0.7% | +1.4% | -0.7% | 0.0% |
| 30D | +1.0% | -0.7% | +1.6% | +1.3% |
| 3M | -2.0% | +11.3% | -13.3% | -7.4% |
| 6M | -18.1% | +35.5% | -53.6% | -30.2% |
| YTD | -36.1% | +40.6% | -76.7% | -47.0% |
| 1Y | -34.0% | +49.2% | -83.3% | -47.2% |
| 3Y | -26.7% | +167.2% | -193.9% | -58.7% |
| 5Y | -33.9% | +94.9% | -128.8% | -57.8% |
| 10Y | +41.4% | +259.5% | -218.1% | -42.7% |
| All | +3,796.1% | +445.4% | +3,350.7% | +1,056.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling