+229.5%
HDB vs USFR
+27.5%
+202.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -2.8% | +0.3% | -3.1% | -2.8% |
| 3M | -3.5% | +1.0% | -4.5% | -3.5% |
| 6M | -24.7% | +1.9% | -26.7% | -24.7% |
| YTD | -36.6% | +2.6% | -39.2% | -36.6% |
| 1Y | -34.4% | +4.0% | -38.4% | -34.4% |
| 3Y | -24.4% | +14.1% | -38.5% | -24.6% |
| 5Y | -35.4% | +20.4% | -55.8% | -35.7% |
| 10Y | +39.5% | +28.0% | +11.5% | +39.6% |
| All | +229.5% | +27.5% | +202.0% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling