+32.4%
HDB vs TRU
+144.8%
-112.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -6.2% | -9.4% | +3.2% | -3.7% |
| 30D | -6.2% | -4.1% | -2.1% | -5.3% |
| 3M | -5.9% | +13.6% | -19.4% | -9.4% |
| 6M | -25.9% | +3.6% | -29.5% | -27.1% |
| YTD | -40.2% | -9.8% | -30.4% | -39.5% |
| 1Y | -38.0% | -13.6% | -24.3% | -36.8% |
| 3Y | -30.5% | -2.0% | -28.5% | -35.4% |
| 5Y | -38.1% | -35.8% | -2.3% | -33.8% |
| All | +32.4% | +144.8% | -112.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling