-37.8%
HDB vs TRU
-36.4%
-1.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -4.9% | -6.5% | +1.6% | -3.8% |
| 30D | -5.8% | -2.5% | -3.3% | -5.5% |
| 3M | -5.2% | +10.4% | -15.6% | -7.1% |
| 6M | -25.7% | +1.6% | -27.4% | -26.3% |
| YTD | -39.6% | -9.7% | -29.9% | -39.1% |
| 1Y | -36.9% | -17.3% | -19.7% | -35.6% |
| 3Y | -29.7% | -1.8% | -27.9% | -32.2% |
| 5Y | -37.8% | -36.2% | -1.5% | -28.9% |
| All | -37.8% | -36.4% | -1.3% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling