-30.7%
HDB vs TRI
-19.2%
-11.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | -4.9% | -8.4% | +3.5% | -4.4% |
| 30D | -5.8% | -6.5% | +0.6% | -5.5% |
| 3M | -5.2% | +18.6% | -23.8% | -6.2% |
| 6M | -25.7% | -10.4% | -15.3% | -25.2% |
| YTD | -39.6% | -23.7% | -15.9% | -37.5% |
| 1Y | -36.9% | -42.5% | +5.5% | -32.1% |
| All | -30.7% | -19.2% | -11.4% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling