-33.7%
HDB vs SITM
+187.3%
-221.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.5% | +1.3% | +6.5% |
| 7D | +0.7% | +3.9% | -3.2% | +0.4% |
| 30D | +1.0% | -6.6% | +7.6% | +1.3% |
| 3M | -2.0% | -11.9% | +9.9% | -1.8% |
| 6M | -18.1% | +81.1% | -99.2% | -23.4% |
| YTD | -36.1% | +80.0% | -116.1% | -40.4% |
| 1Y | -34.0% | +145.8% | -179.9% | -40.5% |
| 3Y | -26.7% | +475.9% | -502.6% | -42.6% |
| All | -33.7% | +187.3% | -221.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling