-7.2%
HDB vs RACE
+26.8%
-34.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | +12.7% | +0.2% | +12.5% | +12.7% |
| 30D | +16.6% | +6.6% | +10.0% | +15.3% |
| 3M | +10.8% | +2.2% | +8.6% | +10.3% |
| 6M | +3.8% | +22.4% | -18.5% | +0.3% |
| YTD | -28.9% | +13.8% | -42.7% | -30.9% |
| 1Y | -28.0% | +2.2% | -30.2% | -29.1% |
| 3Y | -7.2% | +25.6% | -32.8% | -15.4% |
| All | -7.2% | +26.8% | -34.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling