+265.5%
HDB vs USFR
+28.6%
+236.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | +11.3% | +1.0% | +10.2% | +11.2% |
| 6M | +6.9% | +2.0% | +4.9% | +6.9% |
| YTD | -29.6% | +3.4% | -33.1% | -29.7% |
| 1Y | -29.5% | +4.1% | -33.6% | -29.6% |
| 3Y | -8.1% | +14.4% | -22.5% | -8.4% |
| 5Y | -23.4% | +21.4% | -44.8% | -23.8% |
| 10Y | +62.9% | +28.5% | +34.4% | +62.8% |
| All | +265.5% | +28.6% | +236.9% | +260.6% |
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