-28.0%
HDB vs S
+37.8%
-65.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +12.7% | +1.4% | +11.3% | +12.6% |
| 30D | +16.6% | -10.8% | +27.4% | +16.6% |
| 3M | +10.8% | +5.4% | +5.4% | +10.7% |
| 6M | +3.8% | +41.2% | -37.4% | +1.4% |
| YTD | -28.9% | +56.2% | -85.1% | -31.3% |
| 1Y | -28.0% | +36.3% | -64.3% | -30.3% |
| All | -28.0% | +37.8% | -65.8% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling