-31.4%
HDB vs Q
+66.4%
-97.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.3% |
| 7D | +13.3% | +0.3% | +13.1% | +13.2% |
| 30D | +13.6% | -9.8% | +23.4% | +14.5% |
| 3M | +5.8% | -12.2% | +18.0% | +6.7% |
| 6M | -1.9% | -21.6% | +19.7% | -0.6% |
| YTD | -31.2% | +43.6% | -74.8% | -32.6% |
| 1Y | -29.6% | +25.7% | -55.2% | -31.3% |
| All | -31.4% | +66.4% | -97.8% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling