-30.7%
HDB vs VSXY
+353.1%
-383.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.7% |
| 7D | -4.9% | -10.7% | +5.8% | -4.5% |
| 30D | -5.8% | -24.3% | +18.4% | -5.0% |
| 3M | -5.2% | +1.0% | -6.2% | -5.4% |
| 6M | -25.7% | +57.4% | -83.1% | -27.6% |
| YTD | -39.6% | +39.8% | -79.4% | -40.9% |
| 1Y | -36.9% | +196.5% | -233.4% | -40.2% |
| All | -30.7% | +353.1% | -383.8% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling