-34.4%
HDB vs TRI
-38.3%
+3.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.3% |
| 7D | +0.4% | -0.5% | +1.0% | +0.4% |
| 30D | -2.8% | +7.9% | -10.7% | -2.9% |
| 3M | -3.5% | +24.1% | -27.6% | -3.8% |
| 6M | -24.7% | +3.8% | -28.5% | -24.9% |
| YTD | -36.6% | -16.9% | -19.7% | -34.7% |
| 1Y | -34.4% | -38.4% | +4.0% | -30.1% |
| All | -34.4% | -38.3% | +3.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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