+4,488.0%
BLK vs HDB
+3,694.0%
+794.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.7% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | -3.1% | -4.9% | +1.8% | -1.3% |
| 3M | +10.7% | -2.3% | +13.0% | +11.1% |
| 6M | +15.9% | -23.7% | +39.6% | +27.5% |
| YTD | +4.0% | -38.5% | +42.5% | +24.1% |
| 1Y | +1.3% | -36.5% | +37.7% | +19.1% |
| 3Y | +69.6% | -28.5% | +98.0% | +86.2% |
| 5Y | +33.8% | -37.4% | +71.2% | +52.8% |
| 10Y | +276.2% | +34.0% | +242.1% | +201.4% |
| All | +4,488.0% | +3,694.0% | +794.0% | +1,442.1% |
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