+63.6%
HDB vs Z
-19.5%
+83.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.4% |
| 7D | +12.7% | -6.5% | +19.2% | +13.5% |
| 30D | +16.6% | -0.1% | +16.7% | +16.2% |
| 3M | +10.8% | -14.1% | +24.9% | +12.4% |
| 6M | +3.8% | -30.1% | +33.9% | +8.0% |
| YTD | -28.9% | -57.5% | +28.6% | -21.5% |
| 1Y | -28.0% | -60.3% | +32.4% | -19.9% |
| 3Y | -7.2% | -21.0% | +13.9% | -8.8% |
| 5Y | -22.2% | -54.9% | +32.7% | -20.6% |
| 10Y | +63.6% | -16.0% | +79.6% | +41.9% |
| All | +63.6% | -19.5% | +83.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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