-34.0%
HDB vs S
-57.8%
+23.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.8% |
| 7D | -2.0% | -5.8% | +3.8% | -1.5% |
| 30D | -4.9% | -9.2% | +4.3% | -4.3% |
| 3M | -2.3% | +23.4% | -25.7% | -4.7% |
| 6M | -23.7% | +36.9% | -60.6% | -26.5% |
| YTD | -38.5% | +29.5% | -68.0% | -40.6% |
| 1Y | -36.5% | +5.4% | -41.9% | -37.6% |
| 3Y | -28.5% | +14.7% | -43.2% | -32.0% |
| 5Y | -37.4% | -71.5% | +34.2% | -36.3% |
| All | -34.0% | -57.8% | +23.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling