+37.6%
HDB vs RACE
+793.9%
-756.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | +0.4% | -2.5% | +3.0% | +1.3% |
| 30D | -2.8% | +0.8% | -3.6% | -3.2% |
| 3M | -3.5% | +17.2% | -20.7% | -8.9% |
| 6M | -24.7% | +13.6% | -38.3% | -28.4% |
| YTD | -36.6% | +12.2% | -48.8% | -39.7% |
| 1Y | -34.4% | -16.3% | -18.1% | -31.5% |
| 3Y | -24.4% | +36.4% | -60.8% | -37.6% |
| 5Y | -35.4% | +95.0% | -130.3% | -55.1% |
| All | +37.6% | +793.9% | -756.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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