+3,652.6%
HDB vs TDY
+4,526.0%
-873.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -2.0% | -0.9% | -1.2% | -1.7% |
| 30D | -4.9% | -12.5% | +7.6% | +0.2% |
| 3M | -2.3% | -1.2% | -1.1% | -2.1% |
| 6M | -23.7% | -6.6% | -17.1% | -21.9% |
| YTD | -38.5% | +18.5% | -57.0% | -43.1% |
| 1Y | -36.5% | +10.8% | -47.2% | -39.8% |
| 3Y | -28.5% | +47.5% | -76.0% | -40.7% |
| 5Y | -37.4% | +35.8% | -73.2% | -47.2% |
| 10Y | +34.0% | +459.0% | -424.9% | -40.7% |
| All | +3,652.6% | +4,526.0% | -873.4% | +1,219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling