-28.1%
HDB vs ZYBT
-57.8%
+29.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -6.2% | -2.5% | -3.7% | -6.2% |
| 30D | -6.2% | -1.2% | -5.0% | -6.2% |
| 3M | -5.9% | +76.7% | -82.5% | +3.9% |
| 6M | -25.9% | +103.6% | -129.5% | -18.3% |
| YTD | -40.2% | +38.3% | -78.5% | -33.8% |
| 1Y | -38.0% | -84.7% | +46.7% | -30.1% |
| All | -28.1% | -57.8% | +29.8% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling