-18.6%
HDB vs SITM
+4,789.7%
-4,808.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.5% | +1.3% | +6.3% |
| 7D | +0.7% | +3.9% | -3.2% | +0.3% |
| 30D | +1.0% | -6.6% | +7.6% | +1.5% |
| 3M | -2.0% | -11.9% | +9.9% | -1.9% |
| 6M | -18.1% | +81.1% | -99.2% | -24.9% |
| YTD | -36.1% | +80.0% | -116.1% | -41.7% |
| 1Y | -34.0% | +145.8% | -179.9% | -42.4% |
| 3Y | -26.7% | +475.9% | -502.6% | -46.2% |
| 5Y | -33.9% | +189.2% | -223.1% | -50.7% |
| All | -18.6% | +4,789.7% | -4,808.3% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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