+77.8%
HDB vs RACE
+658.9%
-581.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.3% |
| 7D | +13.3% | +5.1% | +8.3% | +11.5% |
| 30D | +13.6% | +7.7% | +5.9% | +10.8% |
| 3M | +5.8% | +2.2% | +3.6% | +4.9% |
| 6M | -1.9% | +23.8% | -25.7% | -9.0% |
| YTD | -31.2% | +13.9% | -45.1% | -34.8% |
| 1Y | -29.6% | +3.8% | -33.3% | -31.2% |
| 3Y | -10.1% | +28.0% | -38.1% | -22.5% |
| 5Y | -24.3% | +64.9% | -89.3% | -42.3% |
| 10Y | +59.3% | +780.4% | -721.1% | -27.7% |
| All | +77.8% | +658.9% | -581.1% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling