+131.2%
TLT vs HDB
+3,954.0%
-3,822.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.4% | +0.4% | -0.9% | -0.4% |
| 30D | -0.6% | -2.8% | +2.2% | -0.8% |
| 3M | -2.7% | -3.5% | +0.8% | -2.9% |
| 6M | -5.6% | -24.7% | +19.1% | -7.4% |
| YTD | -2.8% | -36.6% | +33.8% | -5.8% |
| 1Y | -1.4% | -34.4% | +32.9% | -4.2% |
| 3Y | -1.6% | -24.4% | +22.8% | -3.0% |
| 5Y | -33.8% | -35.4% | +1.5% | -35.2% |
| 10Y | -21.1% | +39.5% | -60.7% | -15.7% |
| All | +131.2% | +3,954.0% | -3,822.8% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling