+50.0%
TDG vs HDB
-30.2%
+80.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | -2.4% | -4.9% | +2.4% | -1.5% |
| 30D | -8.0% | -5.8% | -2.2% | -6.9% |
| 3M | -10.5% | -5.2% | -5.3% | -9.7% |
| 6M | -11.9% | -25.7% | +13.8% | -7.7% |
| YTD | -15.4% | -39.6% | +24.2% | -8.8% |
| 1Y | -14.2% | -36.9% | +22.7% | -8.3% |
| All | +50.0% | -30.2% | +80.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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