-23.4%
HDB vs USFR
+21.4%
-44.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +13.0% | +0.4% | +12.6% | +13.2% |
| 3M | +11.3% | +1.0% | +10.2% | +11.9% |
| 6M | +6.9% | +2.0% | +4.9% | +8.4% |
| YTD | -29.6% | +3.4% | -33.1% | -28.5% |
| 1Y | -29.5% | +4.1% | -33.6% | -28.4% |
| 3Y | -8.1% | +14.4% | -22.5% | -1.0% |
| 5Y | -23.4% | +21.4% | -44.8% | -7.4% |
| All | -23.4% | +21.4% | -44.8% | -7.4% |
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