-20.4%
BA vs HDB
-22.2%
+1.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | +6.9% | -8.3% | -3.8% |
| 30D | -7.9% | +15.2% | -23.1% | -12.6% |
| 3M | -25.2% | +11.7% | -36.9% | -28.3% |
| 6M | -26.7% | +7.5% | -34.2% | -29.1% |
| YTD | -19.6% | -28.8% | +9.2% | -10.5% |
| 1Y | -10.6% | -29.1% | +18.5% | -0.3% |
| 3Y | -11.2% | -7.0% | -4.2% | -13.3% |
| 5Y | -20.4% | -22.1% | +1.6% | -20.3% |
| All | -20.4% | -22.2% | +1.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling