+192.0%
BAC vs HDB
+4,142.9%
-3,950.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.6% |
| 7D | -1.2% | +13.3% | -14.5% | -7.4% |
| 30D | -7.7% | +13.6% | -21.2% | -13.7% |
| 3M | -21.2% | +5.8% | -26.9% | -23.9% |
| 6M | -6.8% | -1.9% | -4.9% | -7.2% |
| YTD | -8.7% | -31.2% | +22.5% | +8.3% |
| 1Y | -5.3% | -29.6% | +24.3% | +10.8% |
| 3Y | +87.4% | -10.1% | +97.5% | +86.7% |
| 5Y | +18.9% | -24.3% | +43.3% | +25.8% |
| 10Y | +273.3% | +59.3% | +214.0% | +144.2% |
| All | +192.0% | +4,142.9% | -3,950.9% | -32.2% |
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