-44.0%
BTDR vs HDB
-20.4%
-23.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.1% | -8.8% |
| 7D | -6.9% | +2.7% | -9.6% | -7.6% |
| 30D | -31.5% | +14.1% | -45.7% | -34.4% |
| 3M | -36.1% | +11.8% | -47.9% | -38.4% |
| 6M | -57.6% | +8.2% | -65.8% | -58.9% |
| YTD | -50.0% | -29.3% | -20.7% | -46.1% |
| 1Y | -49.6% | -28.8% | -20.8% | -45.7% |
| 3Y | +48.5% | -7.5% | +56.0% | +52.3% |
| 5Y | -43.8% | -23.1% | -20.8% | -42.6% |
| All | -44.0% | -20.4% | -23.6% | -42.1% |
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