-22.2%
HDB vs RACE
+64.4%
-86.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +2.7% | -1.2% | +3.9% | +3.1% |
| 30D | +14.1% | +6.1% | +8.0% | +12.1% |
| 3M | +11.8% | -0.3% | +12.1% | +11.8% |
| 6M | +8.2% | +23.4% | -15.3% | +1.1% |
| YTD | -29.3% | +12.5% | -41.8% | -32.4% |
| 1Y | -28.8% | -0.5% | -28.3% | -29.4% |
| 3Y | -7.5% | +23.6% | -31.1% | -21.8% |
| All | -22.2% | +64.4% | -86.6% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling