-7.4%
TLT vs HDB
-29.3%
+21.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.7% | +4.1% | -6.8% | -3.0% |
| 30D | +2.2% | +13.0% | -10.8% | +1.0% |
| 3M | -1.7% | +11.3% | -13.0% | -2.7% |
| 6M | -4.0% | +6.9% | -10.9% | -4.8% |
| YTD | -4.9% | -29.6% | +24.7% | -4.8% |
| 1Y | -7.4% | -29.5% | +22.1% | -7.1% |
| All | -7.4% | -29.3% | +21.9% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling