+32.4%
HDB vs USFR
+28.0%
+4.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -6.2% | +0.3% | -6.5% | -6.5% |
| 3M | -5.9% | +1.0% | -6.8% | -6.6% |
| 6M | -25.9% | +1.9% | -27.8% | -27.2% |
| YTD | -40.2% | +2.7% | -42.9% | -41.7% |
| 1Y | -38.0% | +4.0% | -42.0% | -40.3% |
| 3Y | -30.5% | +14.1% | -44.5% | -39.0% |
| 5Y | -38.1% | +20.5% | -58.6% | -48.9% |
| All | +32.4% | +28.0% | +4.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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