+76.4%
BND vs HDB
+699.2%
-622.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.1% |
| 30D | -0.4% | -2.8% | +2.5% | -0.4% |
| 3M | -0.6% | -3.5% | +2.9% | -0.6% |
| 6M | -1.4% | -24.7% | +23.3% | -1.5% |
| YTD | -0.2% | -36.6% | +36.3% | -0.4% |
| 1Y | +1.3% | -34.4% | +35.7% | +1.1% |
| 3Y | +13.2% | -24.4% | +37.5% | +13.1% |
| 5Y | -1.6% | -35.4% | +33.8% | -1.7% |
| 10Y | +15.5% | +39.5% | -24.1% | +16.5% |
| All | +76.4% | +699.2% | -622.9% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling