-31.6%
HDB vs VSXY
+42.7%
-74.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -3.3% |
| 7D | -2.0% | -6.8% | +4.7% | -1.7% |
| 30D | -4.9% | -20.4% | +15.5% | -3.5% |
| 3M | -2.3% | +2.9% | -5.2% | -2.8% |
| 6M | -23.7% | +67.9% | -91.6% | -27.6% |
| YTD | -38.5% | +44.9% | -83.3% | -41.1% |
| 1Y | -36.5% | +205.9% | -242.4% | -43.0% |
| 3Y | -28.5% | +373.9% | -402.3% | -41.6% |
| 5Y | -37.4% | +23.5% | -60.8% | -41.1% |
| All | -31.6% | +42.7% | -74.3% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling