+41.5%
HDB vs QSR
+135.2%
-93.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.6% |
| 7D | +0.7% | -4.0% | +4.7% | +2.2% |
| 30D | +1.0% | +2.8% | -1.8% | 0.0% |
| 3M | -2.0% | +5.1% | -7.1% | -3.9% |
| 6M | -18.1% | +8.8% | -26.9% | -20.9% |
| YTD | -36.1% | +14.8% | -51.0% | -39.7% |
| 1Y | -34.0% | +25.7% | -59.8% | -40.0% |
| 3Y | -26.7% | +27.5% | -54.2% | -34.9% |
| 5Y | -33.9% | +41.3% | -75.1% | -44.5% |
| All | +41.5% | +135.2% | -93.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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