-3.8%
BROS vs HDB
-25.6%
+21.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -19.0% | +12.7% | -31.7% | -23.2% |
| 30D | -7.3% | +16.6% | -23.9% | -13.4% |
| 3M | -31.2% | +10.8% | -42.0% | -34.6% |
| 6M | -33.0% | +3.8% | -36.9% | -34.9% |
| YTD | -42.4% | -28.9% | -13.5% | -33.9% |
| 1Y | -37.7% | -28.0% | -9.8% | -29.1% |
| 3Y | +28.2% | -7.2% | +35.3% | +23.6% |
| 5Y | -43.4% | -22.2% | -21.1% | -40.3% |
| All | -3.8% | -25.6% | +21.9% | +6.5% |
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 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