+99.3%
HDB vs QSR
+211.0%
-111.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -4.9% | +5.9% | -10.8% | -6.7% |
| 3M | -2.3% | +10.5% | -12.8% | -5.7% |
| 6M | -23.7% | +7.7% | -31.4% | -25.9% |
| YTD | -38.5% | +16.8% | -55.3% | -42.0% |
| 1Y | -36.5% | +30.9% | -67.3% | -42.6% |
| 3Y | -28.5% | +28.2% | -56.6% | -36.0% |
| 5Y | -37.4% | +45.0% | -82.3% | -47.1% |
| 10Y | +34.0% | +127.3% | -93.3% | -6.7% |
| All | +99.3% | +211.0% | -111.6% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling