-10.8%
BA vs HDB
-7.2%
-3.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.3% |
| 7D | -1.7% | +13.7% | -15.4% | -5.1% |
| 30D | -9.5% | +15.8% | -25.3% | -13.0% |
| 3M | -26.5% | +9.2% | -35.7% | -28.4% |
| 6M | -27.4% | +3.2% | -30.5% | -28.4% |
| YTD | -20.6% | -29.4% | +8.8% | -15.6% |
| 1Y | -11.4% | -27.9% | +16.5% | -6.3% |
| 3Y | -10.8% | -5.9% | -5.0% | -5.4% |
| All | -10.8% | -7.2% | -3.6% | -5.4% |
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