-36.5%
HDB vs S
+4.5%
-40.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -3.0% |
| 7D | -2.0% | -5.8% | +3.8% | -1.9% |
| 30D | -4.9% | -9.2% | +4.3% | -4.7% |
| 3M | -2.3% | +23.4% | -25.7% | -4.0% |
| 6M | -23.7% | +36.9% | -60.6% | -25.5% |
| YTD | -38.5% | +29.5% | -68.0% | -39.9% |
| 1Y | -36.5% | +5.4% | -41.9% | -37.1% |
| All | -36.5% | +4.5% | -40.9% | -37.1% |
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