+30.8%
BIL vs HDB
+631.7%
-601.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | 0.0% |
| 7D | +0.1% | +13.7% | -13.6% | +0.1% |
| 30D | 0.0% | +15.8% | -15.9% | 0.0% |
| 3M | +0.6% | +9.2% | -8.6% | +0.6% |
| 6M | +1.5% | +3.2% | -1.6% | +1.5% |
| YTD | +2.8% | -29.4% | +32.1% | +2.7% |
| 1Y | +3.3% | -27.9% | +31.3% | +3.3% |
| 3Y | +13.4% | -5.9% | +19.3% | +13.4% |
| 5Y | +19.8% | -23.5% | +43.3% | +19.8% |
| 10Y | +25.6% | +61.3% | -35.7% | +25.8% |
| All | +30.8% | +631.7% | -601.0% | +31.7% |
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