+67.2%
HDB vs TRU
+238.0%
-170.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +1.2% |
| 7D | +0.4% | -6.8% | +7.2% | +2.2% |
| 30D | -2.8% | 0.0% | -2.8% | -3.0% |
| 3M | -3.5% | +13.3% | -16.8% | -7.2% |
| 6M | -24.7% | +3.4% | -28.2% | -26.0% |
| YTD | -36.6% | -6.4% | -30.2% | -36.4% |
| 1Y | -34.4% | -9.7% | -24.7% | -34.0% |
| 3Y | -24.4% | +0.1% | -24.5% | -30.1% |
| 5Y | -35.4% | -34.0% | -1.3% | -31.9% |
| 10Y | +39.5% | +147.9% | -108.3% | -3.4% |
| All | +67.2% | +238.0% | -170.8% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling