-23.8%
HDB vs RACE
+36.9%
-60.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +0.4% | -2.5% | +3.0% | +0.9% |
| 30D | -2.8% | +0.8% | -3.6% | -3.0% |
| 3M | -3.5% | +17.2% | -20.7% | -6.1% |
| 6M | -24.7% | +13.6% | -38.3% | -26.7% |
| YTD | -36.6% | +12.2% | -48.8% | -38.2% |
| 1Y | -34.4% | -16.3% | -18.1% | -33.6% |
| All | -23.8% | +36.9% | -60.7% | -33.5% |
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