-2.1%
BND vs HDB
-38.7%
+36.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | -0.1% | -4.9% | +4.7% | 0.0% |
| 30D | -0.2% | -5.8% | +5.6% | 0.0% |
| 3M | -0.7% | -5.2% | +4.5% | -0.6% |
| 6M | -1.7% | -25.7% | +24.0% | -0.9% |
| YTD | -0.5% | -39.6% | +39.0% | +0.9% |
| 1Y | +0.4% | -36.9% | +37.3% | +1.6% |
| 3Y | +13.1% | -29.7% | +42.9% | +13.9% |
| 5Y | -2.1% | -37.8% | +35.7% | -2.3% |
| All | -2.1% | -38.7% | +36.6% | -2.3% |
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