-3.6%
TLT vs HDB
+5.0%
-8.6%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -0.3% | +12.7% | -13.0% | -1.4% |
| 30D | +3.7% | +16.6% | -12.9% | +2.2% |
| 3M | -0.7% | +10.8% | -11.5% | -1.6% |
| All | -3.6% | +5.0% | -8.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling