-35.4%
HDB vs Z
-64.7%
+29.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.4% | -3.0% | +3.4% | +0.8% |
| 30D | -2.8% | -4.2% | +1.4% | -2.4% |
| 3M | -3.5% | -3.7% | +0.2% | -3.4% |
| 6M | -24.7% | -24.5% | -0.2% | -22.3% |
| YTD | -36.6% | -49.3% | +12.7% | -31.2% |
| 1Y | -34.4% | -58.7% | +24.3% | -27.1% |
| 3Y | -24.4% | -34.1% | +9.7% | -23.7% |
| All | -35.4% | -64.7% | +29.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling