+124.3%
TDG vs HDB
-34.5%
+158.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.9% | -5.7% | -1.0% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | -7.7% | +1.0% | -8.7% | -8.1% |
| 3M | -9.3% | -2.0% | -7.4% | -9.2% |
| 6M | -9.4% | -18.1% | +8.7% | -4.0% |
| YTD | -14.3% | -36.1% | +21.9% | -1.8% |
| 1Y | -11.8% | -34.0% | +22.2% | -0.4% |
| 3Y | +52.0% | -26.7% | +78.7% | +62.5% |
| All | +124.3% | -34.5% | +158.8% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling