-18.4%
HDB vs TLN
+683.0%
-701.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.2% | -4.6% | +2.3% |
| 7D | +13.7% | +9.1% | +4.6% | +13.0% |
| 30D | +15.8% | -4.1% | +19.9% | +16.0% |
| 3M | +9.2% | +4.4% | +4.8% | +8.6% |
| 6M | +3.2% | -6.0% | +9.2% | +3.0% |
| YTD | -29.4% | -3.1% | -26.2% | -29.8% |
| 1Y | -27.9% | -6.1% | -21.9% | -28.3% |
| 3Y | -5.9% | +575.3% | -581.2% | -21.3% |
| All | -18.4% | +683.0% | -701.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling