-11.1%
BN vs HDB
-36.7%
+25.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.6% |
| 7D | -1.2% | -2.0% | +0.9% | -0.5% |
| 30D | -10.9% | -4.9% | -6.0% | -9.5% |
| 3M | -11.1% | -2.3% | -8.8% | -11.1% |
| 6M | -4.4% | -23.7% | +19.4% | +1.4% |
| YTD | -14.1% | -38.5% | +24.3% | -8.1% |
| 1Y | -11.1% | -36.5% | +25.4% | -5.8% |
| All | -11.1% | -36.7% | +25.6% | -5.8% |
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