+3,769.4%
HDB vs SPYG
+1,001.1%
+2,768.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.4% | +0.4% | +0.1% | +0.1% |
| 30D | -2.8% | -0.4% | -2.4% | -2.6% |
| 3M | -3.5% | +0.5% | -4.1% | -4.7% |
| 6M | -24.7% | +17.5% | -42.2% | -35.5% |
| YTD | -36.6% | +14.3% | -50.9% | -44.5% |
| 1Y | -34.4% | +21.7% | -56.1% | -46.1% |
| 3Y | -24.4% | +98.6% | -123.0% | -63.2% |
| 5Y | -35.4% | +85.1% | -120.5% | -67.5% |
| 10Y | +39.5% | +412.0% | -372.5% | -78.0% |
| All | +3,769.4% | +1,001.1% | +2,768.3% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling