-7.4%
BN vs HDB
-27.5%
+20.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +4.3% | +12.7% | -8.4% | +0.2% |
| 30D | +14.3% | +16.6% | -2.3% | +8.5% |
| 3M | -4.1% | +10.8% | -14.9% | -7.5% |
| 6M | -9.7% | +3.8% | -13.5% | -11.6% |
| YTD | -7.1% | -28.9% | +21.8% | -7.9% |
| 1Y | -7.4% | -28.0% | +20.5% | -8.5% |
| All | -7.4% | -27.5% | +20.0% | -8.5% |
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