-28.8%
HDB vs TLN
+1.6%
-30.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +0.7% |
| 7D | +2.7% | +11.0% | -8.3% | +1.9% |
| 30D | +14.1% | +4.9% | +9.2% | +13.5% |
| 3M | +11.8% | +4.9% | +6.9% | +10.8% |
| 6M | +8.2% | +7.1% | +1.0% | +6.7% |
| YTD | -29.3% | +0.3% | -29.6% | -30.4% |
| 1Y | -28.8% | +5.9% | -34.7% | -30.0% |
| All | -28.8% | +1.6% | -30.4% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling