+270.4%
BAC vs HDB
+3,812.1%
-3,541.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -0.4% | -2.8% | +2.4% | +1.0% |
| 3M | +16.9% | -3.5% | +20.4% | +18.1% |
| 6M | +26.6% | -24.7% | +51.3% | +44.4% |
| YTD | +15.8% | -36.6% | +52.4% | +43.9% |
| 1Y | +27.2% | -34.4% | +61.5% | +55.0% |
| 3Y | +132.4% | -24.4% | +156.8% | +154.2% |
| 5Y | +72.6% | -35.4% | +107.9% | +99.1% |
| 10Y | +389.7% | +39.5% | +350.2% | +244.8% |
| All | +270.4% | +3,812.1% | -3,541.7% | -9.8% |
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