-5.9%
HDB vs Z
-19.5%
+13.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +2.2% |
| 7D | +13.7% | -5.2% | +18.9% | +14.2% |
| 30D | +15.8% | +5.7% | +10.1% | +14.8% |
| 3M | +9.2% | -8.7% | +18.0% | +9.7% |
| 6M | +3.2% | -26.0% | +29.1% | +5.5% |
| YTD | -29.4% | -55.0% | +25.7% | -24.8% |
| 1Y | -27.9% | -58.0% | +30.1% | -22.9% |
| 3Y | -5.9% | -15.2% | +9.3% | -7.9% |
| All | -5.9% | -19.5% | +13.6% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling