+64.9%
HDB vs SPY
+311.8%
-246.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.8% |
| 7D | +6.9% | -0.9% | +7.9% | +7.5% |
| 30D | +15.2% | -2.4% | +17.6% | +17.1% |
| 3M | +11.7% | -1.2% | +12.9% | +12.5% |
| 6M | +7.5% | +3.3% | +4.2% | +4.6% |
| YTD | -28.8% | +12.3% | -41.1% | -34.9% |
| 1Y | -29.1% | +12.4% | -41.5% | -35.3% |
| 3Y | -7.0% | +78.8% | -85.8% | -42.7% |
| 5Y | -22.1% | +75.2% | -97.2% | -51.4% |
| 10Y | +64.9% | +311.1% | -246.2% | -50.0% |
| All | +64.9% | +311.8% | -246.9% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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