+39.5%
BKNG vs HDB
-26.2%
+65.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -1.8% |
| 7D | -10.0% | +0.7% | -10.7% | -10.2% |
| 30D | -18.1% | +1.0% | -19.1% | -18.2% |
| 3M | +6.3% | -2.0% | +8.3% | +6.7% |
| 6M | +0.8% | -18.1% | +18.9% | +4.1% |
| YTD | -18.4% | -36.1% | +17.7% | -13.1% |
| 1Y | -20.4% | -34.0% | +13.7% | -15.5% |
| 3Y | +39.5% | -26.7% | +66.2% | +47.7% |
| All | +39.5% | -26.2% | +65.8% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling