-29.5%
HDB vs Q
+68.3%
-97.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | +2.7% | +1.2% | +1.6% | +2.6% |
| 30D | +14.1% | -2.7% | +16.8% | +14.2% |
| 3M | +11.8% | -16.9% | +28.8% | +13.5% |
| 6M | +8.2% | -26.9% | +35.0% | +10.6% |
| YTD | -29.3% | +45.2% | -74.5% | -30.8% |
| 1Y | -28.8% | +38.1% | -66.9% | -30.4% |
| All | -29.5% | +68.3% | -97.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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