-37.8%
HDB vs USFR
+20.4%
-58.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -4.9% | +0.1% | -4.9% | -4.8% |
| 30D | -5.8% | +0.3% | -6.1% | -5.7% |
| 3M | -5.2% | +1.0% | -6.2% | -4.8% |
| 6M | -25.7% | +1.9% | -27.7% | -25.3% |
| YTD | -39.6% | +2.7% | -42.2% | -39.4% |
| 1Y | -36.9% | +4.0% | -40.9% | -37.2% |
| 3Y | -29.7% | +14.0% | -43.8% | -28.5% |
| 5Y | -37.8% | +20.4% | -58.2% | -33.3% |
| All | -37.8% | +20.4% | -58.2% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling