-28.5%
HDB vs USFR
+14.0%
-42.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -4.9% | +0.3% | -5.2% | -4.8% |
| 3M | -2.3% | +1.0% | -3.3% | -2.1% |
| 6M | -23.7% | +1.9% | -25.6% | -23.9% |
| YTD | -38.5% | +2.7% | -41.1% | -39.3% |
| 1Y | -36.5% | +4.0% | -40.5% | -38.6% |
| 3Y | -28.5% | +14.0% | -42.5% | -32.7% |
| All | -28.5% | +14.0% | -42.5% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling