+23.4%
BA vs HDB
+62.8%
-39.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -0.6% | +4.1% | -4.6% | -2.5% |
| 30D | -8.0% | +13.0% | -21.0% | -13.5% |
| 3M | -25.8% | +11.3% | -37.1% | -29.8% |
| 6M | -27.6% | +6.9% | -34.5% | -30.7% |
| YTD | -21.0% | -29.6% | +8.7% | -7.6% |
| 1Y | -12.3% | -29.5% | +17.3% | +2.5% |
| 3Y | -12.8% | -8.1% | -4.6% | -14.5% |
| 5Y | -22.4% | -23.4% | +1.1% | -18.3% |
| All | +23.4% | +62.8% | -39.4% | -12.0% |
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 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