-20.5%
HDB vs TLN
+630.2%
-650.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | +1.4% |
| 7D | +13.3% | -1.3% | +14.7% | +13.3% |
| 30D | +13.6% | -10.5% | +24.0% | +14.1% |
| 3M | +5.8% | +0.1% | +5.7% | +5.4% |
| 6M | -1.9% | -17.4% | +15.5% | -1.5% |
| YTD | -31.2% | -9.7% | -21.5% | -31.4% |
| 1Y | -29.6% | -12.3% | -17.3% | -29.7% |
| 3Y | -10.1% | +528.3% | -538.4% | -24.5% |
| All | -20.5% | +630.2% | -650.8% | -32.5% |
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