-20.7%
TLT vs HDB
+34.0%
-54.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | -0.1% |
| 7D | +0.4% | -2.0% | +2.5% | +0.3% |
| 30D | -0.3% | -4.9% | +4.6% | -0.4% |
| 3M | -1.7% | -2.3% | +0.6% | -1.7% |
| 6M | -4.9% | -23.7% | +18.8% | -5.7% |
| YTD | -2.8% | -38.5% | +35.7% | -4.4% |
| 1Y | -4.2% | -36.5% | +32.3% | -5.6% |
| 3Y | -1.1% | -28.5% | +27.4% | -2.0% |
| 5Y | -33.7% | -37.4% | +3.7% | -34.8% |
| 10Y | -20.7% | +34.0% | -54.7% | -16.3% |
| All | -20.7% | +34.0% | -54.7% | -16.3% |
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