+25.1%
BROS vs HDB
-35.7%
+60.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.2% |
| 7D | -0.9% | -2.0% | +1.1% | 0.0% |
| 30D | -13.5% | -4.9% | -8.6% | -11.6% |
| 3M | -18.4% | -2.3% | -16.1% | -18.2% |
| 6M | -10.6% | -23.7% | +13.1% | -0.1% |
| YTD | -25.1% | -38.5% | +13.4% | -8.0% |
| 1Y | -28.6% | -36.5% | +7.8% | -13.9% |
| 3Y | +65.6% | -28.5% | +94.0% | +83.3% |
| All | +25.1% | -35.7% | +60.7% | +48.2% |
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