+38.3%
BN vs HDB
-35.4%
+73.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -9.5% | -2.8% | -6.7% | -8.5% |
| 3M | -10.4% | -3.5% | -6.8% | -9.6% |
| 6M | -6.4% | -24.7% | +18.4% | +4.8% |
| YTD | -11.9% | -36.6% | +24.7% | +5.9% |
| 1Y | -8.6% | -34.4% | +25.8% | +7.9% |
| 3Y | +77.6% | -24.4% | +101.9% | +92.0% |
| All | +38.3% | -35.4% | +73.7% | +53.2% |
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