-30.7%
HDB vs SITM
+412.8%
-443.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -4.9% | +3.7% | -8.6% | -5.0% |
| 30D | -5.8% | -14.5% | +8.7% | -5.4% |
| 3M | -5.2% | -10.6% | +5.4% | -5.2% |
| 6M | -25.7% | +65.5% | -91.2% | -28.1% |
| YTD | -39.6% | +67.0% | -106.6% | -41.6% |
| 1Y | -36.9% | +138.6% | -175.5% | -39.9% |
| All | -30.7% | +412.8% | -443.5% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling