+3.3%
BLK vs HDB
-34.6%
+38.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | +0.4% | -4.1% | -3.7% |
| 30D | -1.0% | -2.8% | +1.8% | -0.2% |
| 3M | +10.4% | -3.5% | +13.9% | +10.9% |
| 6M | +8.2% | -24.7% | +32.9% | +13.8% |
| YTD | +6.0% | -36.6% | +42.6% | +12.3% |
| 1Y | +3.3% | -34.4% | +37.7% | +8.3% |
| All | +3.3% | -34.6% | +38.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling