+246.5%
BBY vs HDB
+42.1%
+204.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.9% | -3.8% | +1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | +9.4% | +1.0% | +8.4% | +9.0% |
| 3M | +19.3% | -2.0% | +21.3% | +19.5% |
| 6M | +47.9% | -18.1% | +66.0% | +55.8% |
| YTD | +39.6% | -36.1% | +75.7% | +58.6% |
| 1Y | +22.2% | -34.0% | +56.2% | +37.2% |
| 3Y | +45.0% | -26.7% | +71.7% | +54.5% |
| 5Y | +2.6% | -33.9% | +36.5% | +10.9% |
| All | +246.5% | +42.1% | +204.5% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling