-28.5%
HDB vs SPY
+78.7%
-107.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -2.0% | +0.5% | -2.6% | -2.3% |
| 30D | -4.9% | -0.9% | -3.9% | -4.5% |
| 3M | -2.3% | +3.9% | -6.2% | -4.1% |
| 6M | -23.7% | +14.5% | -38.2% | -28.4% |
| YTD | -38.5% | +12.9% | -51.4% | -42.0% |
| 1Y | -36.5% | +19.4% | -55.8% | -41.4% |
| 3Y | -28.5% | +78.5% | -106.9% | -48.4% |
| All | -28.5% | +78.7% | -107.2% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling