+33.0%
BLK vs HDB
-34.5%
+67.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.2% | -0.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.6% |
| 30D | -6.5% | +1.0% | -7.5% | -7.0% |
| 3M | +6.7% | -2.0% | +8.7% | +6.9% |
| 6M | +14.7% | -18.1% | +32.8% | +22.6% |
| YTD | +2.5% | -36.1% | +38.7% | +20.2% |
| 1Y | -2.8% | -34.0% | +31.3% | +12.3% |
| 3Y | +65.9% | -26.7% | +92.6% | +79.8% |
| All | +33.0% | -34.5% | +67.6% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling