+127.0%
BP vs HDB
+61.4%
+65.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -6.3% | +12.7% | -19.0% | -9.5% |
| 30D | -3.6% | +16.6% | -20.2% | -7.9% |
| 3M | +5.2% | +10.8% | -5.5% | +1.7% |
| 6M | +5.3% | +3.8% | +1.5% | +3.0% |
| YTD | +33.1% | -28.9% | +62.0% | +45.6% |
| 1Y | +26.3% | -28.0% | +54.3% | +37.5% |
| 3Y | +47.5% | -7.2% | +54.7% | +43.9% |
| 5Y | +106.2% | -22.2% | +128.4% | +110.0% |
| 10Y | +127.0% | +63.6% | +63.4% | +79.9% |
| All | +127.0% | +61.4% | +65.6% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling