+468.8%
BA vs HDB
+3,812.1%
-3,343.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | -11.6% | -2.8% | -8.8% | -10.9% |
| 3M | -2.4% | -3.5% | +1.2% | -1.5% |
| 6M | -6.6% | -24.7% | +18.1% | +1.7% |
| YTD | -2.2% | -36.6% | +34.3% | +12.2% |
| 1Y | -8.0% | -34.4% | +26.4% | +4.3% |
| 3Y | -5.0% | -24.4% | +19.4% | +1.0% |
| 5Y | -2.7% | -35.4% | +32.6% | +7.6% |
| 10Y | +75.9% | +39.5% | +36.3% | +52.5% |
| All | +468.8% | +3,812.1% | -3,343.3% | +134.5% |
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