+83.2%
BN vs HDB
-24.9%
+108.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -9.5% | -2.8% | -6.7% | -8.7% |
| 3M | -10.4% | -3.5% | -6.8% | -9.7% |
| 6M | -6.4% | -24.7% | +18.4% | +2.3% |
| YTD | -11.9% | -36.6% | +24.7% | +1.5% |
| 1Y | -8.6% | -34.4% | +25.8% | +3.8% |
| All | +83.2% | -24.9% | +108.1% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling