+22.6%
BROS vs HDB
-36.8%
+59.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | -6.6% | -4.9% | -1.7% | -4.5% |
| 30D | -12.3% | -5.8% | -6.5% | -10.1% |
| 3M | -22.2% | -5.2% | -17.0% | -20.9% |
| 6M | -14.3% | -25.7% | +11.4% | -3.1% |
| YTD | -26.6% | -39.6% | +13.0% | -9.1% |
| 1Y | -31.5% | -36.9% | +5.4% | -17.1% |
| 3Y | +62.3% | -29.7% | +92.0% | +81.0% |
| All | +22.6% | -36.8% | +59.4% | +46.4% |
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