+2.8%
TLT vs HDB
-7.5%
+10.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.1% | +2.7% | -5.8% | -3.3% |
| 30D | +1.0% | +14.1% | -13.1% | 0.0% |
| 3M | -2.7% | +11.8% | -14.5% | -3.6% |
| 6M | -4.1% | +8.2% | -12.3% | -4.9% |
| YTD | -5.4% | -29.3% | +24.0% | -3.5% |
| 1Y | -7.0% | -28.8% | +21.8% | -5.3% |
| 3Y | +2.8% | -7.5% | +10.3% | +5.2% |
| All | +2.8% | -7.5% | +10.3% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling