-23.1%
HDB vs ZYBT
-58.9%
+35.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.4% | +6.8% |
| 7D | +0.7% | -3.7% | +4.4% | +0.7% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | -2.0% | +72.2% | -74.2% | +8.2% |
| 6M | -18.1% | +103.1% | -121.3% | -9.7% |
| YTD | -36.1% | +34.8% | -70.9% | -29.3% |
| 1Y | -34.0% | -83.2% | +49.1% | -25.7% |
| All | -23.1% | -58.9% | +35.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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