-10.1%
HDB vs S
+34.5%
-44.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.7% |
| 7D | +13.3% | -13.4% | +26.8% | +14.1% |
| 30D | +13.6% | -14.0% | +27.5% | +14.3% |
| 3M | +5.8% | +4.9% | +0.9% | +4.9% |
| 6M | -1.9% | +42.0% | -43.9% | -5.2% |
| YTD | -31.2% | +45.1% | -76.3% | -33.8% |
| 1Y | -29.6% | +33.1% | -62.6% | -31.9% |
| 3Y | -10.1% | +40.6% | -50.7% | -19.8% |
| All | -10.1% | +34.5% | -44.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling