+30.3%
BN vs HDB
-24.7%
+55.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.7% |
| 7D | +5.3% | +13.3% | -8.0% | -0.1% |
| 30D | +11.9% | +13.6% | -1.7% | +6.0% |
| 3M | -5.7% | +5.8% | -11.5% | -8.3% |
| 6M | -10.6% | -1.9% | -8.7% | -10.7% |
| YTD | -9.4% | -31.2% | +21.8% | +5.0% |
| 1Y | -8.8% | -29.6% | +20.8% | +4.4% |
| 3Y | +95.6% | -10.1% | +105.7% | +94.4% |
| All | +30.3% | -24.7% | +55.1% | +35.0% |
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