-7.5%
HDB vs RUN
-7.3%
-0.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.7% | -13.5% | +16.3% | +3.3% |
| 30D | +14.1% | +18.3% | -4.2% | +13.3% |
| 3M | +11.8% | -12.5% | +24.3% | +12.1% |
| 6M | +8.2% | -40.3% | +48.5% | +9.6% |
| YTD | -29.3% | -53.1% | +23.8% | -28.2% |
| 1Y | -28.8% | -54.3% | +25.5% | -27.7% |
| 3Y | -7.5% | -6.5% | -1.0% | -13.2% |
| All | -7.5% | -7.3% | -0.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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