+668.0%
BE vs HDB
+2.8%
+665.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | +10.8% | +2.7% | +8.1% | +9.3% |
| 30D | -19.8% | +14.1% | -33.9% | -26.2% |
| 3M | -18.7% | +11.8% | -30.5% | -24.6% |
| 6M | -33.7% | +8.2% | -41.9% | -37.0% |
| YTD | +121.0% | -29.3% | +150.3% | +165.2% |
| 1Y | +85.4% | -28.8% | +114.2% | +122.1% |
| 3Y | +1,709.5% | -7.5% | +1,717.0% | +1,685.6% |
| 5Y | +462.2% | -23.1% | +485.3% | +514.9% |
| All | +668.0% | +2.8% | +665.2% | +720.9% |
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