-29.0%
HDB vs VSXY
+37.5%
-66.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.8% | +6.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +1.0% | -18.7% | +19.7% | +2.3% |
| 3M | -2.0% | -4.0% | +2.0% | -2.0% |
| 6M | -18.1% | +67.5% | -85.6% | -22.2% |
| YTD | -36.1% | +39.7% | -75.8% | -38.7% |
| 1Y | -34.0% | +180.0% | -214.0% | -40.4% |
| 3Y | -26.7% | +337.3% | -364.0% | -39.6% |
| 5Y | -33.9% | +22.7% | -56.6% | -37.8% |
| All | -29.0% | +37.5% | -66.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling