-12.5%
TLT vs HDB
+61.5%
-74.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | +0.1% |
| 7D | +0.3% | +13.7% | -13.4% | +0.6% |
| 30D | +5.1% | +15.8% | -10.7% | +5.5% |
| 3M | -0.2% | +9.2% | -9.4% | +0.1% |
| 6M | -2.9% | +3.2% | -6.1% | -2.8% |
| YTD | -2.7% | -29.4% | +26.7% | -3.9% |
| 1Y | -4.6% | -27.9% | +23.3% | -5.7% |
| 3Y | +6.1% | -5.9% | +12.0% | +6.4% |
| 5Y | -35.1% | -23.5% | -11.6% | -35.6% |
| 10Y | -12.5% | +61.3% | -73.8% | -8.4% |
| All | -12.5% | +61.5% | -74.0% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling