-28.9%
HDB vs TLN
+602.5%
-631.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.2% |
| 7D | -2.0% | +10.9% | -13.0% | -2.6% |
| 30D | -4.9% | -6.3% | +1.4% | -4.6% |
| 3M | -2.3% | -10.7% | +8.4% | -1.8% |
| 6M | -23.7% | +1.6% | -25.3% | -23.8% |
| YTD | -38.5% | -13.1% | -25.4% | -38.3% |
| 1Y | -36.5% | -15.1% | -21.4% | -36.4% |
| 3Y | -28.5% | +495.0% | -523.5% | -39.3% |
| All | -28.9% | +602.5% | -631.4% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling