-38.1%
HDB vs QSR
+40.6%
-78.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -6.2% | -4.7% | -1.5% | -4.8% |
| 30D | -6.2% | +4.3% | -10.5% | -7.4% |
| 3M | -5.9% | +5.4% | -11.3% | -7.5% |
| 6M | -25.9% | +8.2% | -34.1% | -28.0% |
| YTD | -40.2% | +14.1% | -54.4% | -43.0% |
| 1Y | -38.0% | +28.1% | -66.1% | -43.3% |
| 3Y | -30.5% | +25.3% | -55.8% | -37.6% |
| 5Y | -38.1% | +40.4% | -78.5% | -49.7% |
| All | -38.1% | +40.6% | -78.7% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling