+362.3%
BA vs HDB
+4,068.7%
-3,706.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -3.0% |
| 7D | -0.1% | +13.3% | -13.4% | -4.1% |
| 30D | -9.1% | +10.2% | -19.3% | -12.0% |
| 3M | -28.2% | +3.6% | -31.7% | -29.1% |
| 6M | -23.1% | -0.5% | -22.6% | -23.4% |
| YTD | -20.6% | -32.4% | +11.9% | -10.7% |
| 1Y | -12.7% | -31.1% | +18.4% | -2.6% |
| 3Y | -11.6% | -12.6% | +1.1% | -10.2% |
| 5Y | -23.1% | -25.7% | +2.5% | -18.7% |
| 10Y | +34.4% | +56.5% | -22.1% | +12.5% |
| All | +362.3% | +4,068.7% | -3,706.4% | +86.5% |
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