+3,542.3%
HDB vs TRI
+518.6%
+3,023.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | +0.6% |
| 7D | -2.0% | -7.1% | +5.0% | +1.7% |
| 30D | -4.9% | -2.3% | -2.5% | -4.4% |
| 3M | -2.3% | +19.6% | -21.9% | -14.7% |
| 6M | -23.7% | -8.7% | -15.0% | -24.0% |
| YTD | -38.5% | -22.3% | -16.2% | -34.4% |
| 1Y | -36.5% | -40.7% | +4.2% | -20.1% |
| 3Y | -28.5% | -17.8% | -10.7% | -30.8% |
| 5Y | -37.4% | -8.5% | -28.9% | -44.9% |
| 10Y | +34.0% | +192.6% | -158.5% | -51.5% |
| All | +3,542.3% | +518.6% | +3,023.7% | +688.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling