+30.3%
BIL vs HDB
+557.2%
-526.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.3% | -2.8% | +3.1% | +0.3% |
| 3M | +0.9% | -3.5% | +4.5% | +0.9% |
| 6M | +1.8% | -24.7% | +26.6% | +1.8% |
| YTD | +2.4% | -36.6% | +39.0% | +2.4% |
| 1Y | +3.7% | -34.4% | +38.1% | +3.7% |
| 3Y | +14.2% | -24.4% | +38.6% | +14.1% |
| 5Y | +19.4% | -35.4% | +54.8% | +19.4% |
| 10Y | +25.2% | +39.5% | -14.3% | +25.4% |
| All | +30.3% | +557.2% | -526.8% | +31.3% |
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