+548.2%
BNY vs HDB
+3,626.5%
-3,078.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | +0.3% | -4.9% | +5.2% | +2.4% |
| 30D | +1.9% | -5.8% | +7.8% | +4.4% |
| 3M | +13.9% | -5.2% | +19.1% | +15.6% |
| 6M | +42.3% | -25.7% | +68.0% | +58.8% |
| YTD | +41.8% | -39.6% | +81.4% | +72.1% |
| 1Y | +57.9% | -36.9% | +94.9% | +87.8% |
| 3Y | +290.7% | -29.7% | +320.4% | +332.2% |
| 5Y | +252.3% | -37.8% | +290.0% | +302.6% |
| 10Y | +412.8% | +33.7% | +379.1% | +287.8% |
| All | +548.2% | +3,626.5% | -3,078.3% | +63.5% |
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