+33.7%
HDB vs Z
-5.7%
+39.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -4.9% | -7.1% | +2.2% | -3.9% |
| 30D | -5.8% | -4.8% | -1.1% | -5.4% |
| 3M | -5.2% | -9.3% | +4.1% | -4.3% |
| 6M | -25.7% | -29.0% | +3.3% | -22.7% |
| YTD | -39.6% | -52.9% | +13.3% | -33.9% |
| 1Y | -36.9% | -63.1% | +26.2% | -29.0% |
| 3Y | -29.7% | -36.9% | +7.1% | -28.5% |
| 5Y | -37.8% | -65.5% | +27.7% | -34.7% |
| 10Y | +33.7% | -3.9% | +37.6% | +13.6% |
| All | +33.7% | -5.7% | +39.4% | +13.6% |
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