-25.3%
HDB vs RACE
+65.0%
-90.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | +13.3% | +5.1% | +8.3% | +11.6% |
| 30D | +13.6% | +7.7% | +5.9% | +11.0% |
| 3M | +5.8% | +2.2% | +3.6% | +5.0% |
| 6M | -1.9% | +23.8% | -25.7% | -8.3% |
| YTD | -31.2% | +13.9% | -45.1% | -34.5% |
| 1Y | -29.6% | +3.8% | -33.3% | -31.0% |
| 3Y | -10.1% | +28.0% | -38.1% | -25.1% |
| All | -25.3% | +65.0% | -90.4% | -51.1% |
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