+3,585.8%
HDB vs NYT
+99.6%
+3,486.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.4% |
| 30D | -5.8% | +2.8% | -8.6% | -6.7% |
| 3M | -5.2% | -9.2% | +4.0% | -2.9% |
| 6M | -25.7% | -17.1% | -8.6% | -21.9% |
| YTD | -39.6% | -3.2% | -36.3% | -39.7% |
| 1Y | -36.9% | +15.7% | -52.6% | -40.7% |
| 3Y | -29.7% | +55.7% | -85.5% | -41.2% |
| 5Y | -37.8% | +39.4% | -77.1% | -47.8% |
| 10Y | +33.7% | +485.6% | -451.8% | -37.3% |
| All | +3,585.8% | +99.6% | +3,486.2% | +1,609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling