-26.7%
HDB vs TDY
+46.9%
-73.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.2% | +5.6% | +6.6% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +1.0% | -12.0% | +13.0% | +4.2% |
| 3M | -2.0% | -3.2% | +1.2% | -1.3% |
| 6M | -18.1% | -7.9% | -10.2% | -16.8% |
| YTD | -36.1% | +18.2% | -54.3% | -38.6% |
| 1Y | -34.0% | +6.7% | -40.7% | -35.2% |
| 3Y | -26.7% | +47.5% | -74.2% | -35.4% |
| All | -26.7% | +46.9% | -73.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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