+103.9%
BP vs HDB
-24.7%
+128.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | -11.6% | +13.3% | -25.0% | -13.1% |
| 30D | 0.0% | +13.6% | -13.5% | -1.7% |
| 3M | +6.7% | +5.8% | +1.0% | +5.8% |
| 6M | +2.2% | -1.9% | +4.1% | +2.1% |
| YTD | +33.0% | -31.2% | +64.2% | +42.5% |
| 1Y | +30.7% | -29.6% | +60.3% | +39.3% |
| 3Y | +44.2% | -10.1% | +54.3% | +42.6% |
| All | +103.9% | -24.7% | +128.6% | +116.3% |
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