-38.1%
HDB vs SPYG
+82.6%
-120.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | -6.2% | -1.8% | -4.4% | -5.4% |
| 30D | -6.2% | -1.9% | -4.3% | -5.4% |
| 3M | -5.9% | +5.2% | -11.0% | -8.3% |
| 6M | -25.9% | +15.6% | -41.5% | -31.0% |
| YTD | -40.2% | +12.4% | -52.6% | -43.7% |
| 1Y | -38.0% | +17.5% | -55.4% | -42.9% |
| 3Y | -30.5% | +98.1% | -128.6% | -52.8% |
| 5Y | -38.1% | +84.9% | -123.0% | -57.3% |
| All | -38.1% | +82.6% | -120.7% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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