+653.2%
TGT vs HDB
+4,259.4%
-3,606.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +2.6% | +2.7% | -0.1% | +2.0% |
| 30D | +4.7% | +14.1% | -9.5% | +1.3% |
| 3M | +4.6% | +11.8% | -7.3% | +1.5% |
| 6M | +34.9% | +8.2% | +26.7% | +31.4% |
| YTD | +70.9% | -29.3% | +100.2% | +84.3% |
| 1Y | +84.4% | -28.8% | +113.1% | +98.3% |
| 3Y | +69.1% | -7.5% | +76.6% | +68.1% |
| 5Y | -26.9% | -23.1% | -3.9% | -24.7% |
| 10Y | +207.6% | +63.7% | +144.0% | +147.3% |
| All | +653.2% | +4,259.4% | -3,606.1% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling