-33.7%
HDB vs NYT
+38.8%
-72.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.4% | +6.8% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +1.0% | +4.6% | -3.6% | +0.1% |
| 3M | -2.0% | -9.6% | +7.6% | -0.4% |
| 6M | -18.1% | -14.0% | -4.1% | -16.1% |
| YTD | -36.1% | -2.8% | -33.3% | -36.2% |
| 1Y | -34.0% | +15.6% | -49.6% | -36.4% |
| 3Y | -26.7% | +56.3% | -83.0% | -34.7% |
| All | -33.7% | +38.8% | -72.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling