-22.2%
HDB vs TRU
-26.5%
+4.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +14.1% | +21.3% | -7.2% | +10.1% |
| 3M | +11.8% | +0.2% | +11.6% | +11.4% |
| 6M | +8.2% | +22.4% | -14.2% | +3.7% |
| YTD | -29.3% | -4.8% | -24.5% | -29.7% |
| 1Y | -28.8% | -0.2% | -28.6% | -29.8% |
| 3Y | -7.5% | +57.9% | -65.4% | -20.5% |
| All | -22.2% | -26.5% | +4.2% | -17.7% |
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