-33.7%
HDB vs ZBRA
-40.4%
+6.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.0% | +6.5% |
| 7D | +0.7% | -3.4% | +4.1% | +1.3% |
| 30D | +1.0% | -7.4% | +8.4% | +2.3% |
| 3M | -2.0% | +57.5% | -59.5% | -10.5% |
| 6M | -18.1% | +64.0% | -82.1% | -26.0% |
| YTD | -36.1% | +44.3% | -80.4% | -41.2% |
| 1Y | -34.0% | +10.9% | -44.9% | -36.5% |
| 3Y | -26.7% | +37.5% | -64.2% | -35.0% |
| All | -33.7% | -40.4% | +6.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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