-37.8%
HDB vs VSAT
+45.0%
-82.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.2% | -1.4% |
| 7D | -4.9% | +3.5% | -8.4% | -5.1% |
| 30D | -5.8% | -14.7% | +8.9% | -5.1% |
| 3M | -5.2% | +13.2% | -18.4% | -6.3% |
| 6M | -25.7% | +57.4% | -83.1% | -28.1% |
| YTD | -39.6% | +110.0% | -149.6% | -42.6% |
| 1Y | -36.9% | +134.4% | -171.3% | -40.7% |
| 3Y | -29.7% | +203.5% | -233.2% | -37.3% |
| 5Y | -37.8% | +47.1% | -84.9% | -47.7% |
| All | -37.8% | +45.0% | -82.7% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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