+16.5%
BTDR vs HDB
-38.6%
+55.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.2% |
| 7D | -3.2% | -6.2% | +3.0% | -1.3% |
| 30D | +32.7% | -6.2% | +38.9% | +35.2% |
| 3M | -28.4% | -5.9% | -22.5% | -27.5% |
| 6M | +51.7% | -25.9% | +77.6% | +64.7% |
| YTD | +2.9% | -40.2% | +43.1% | +17.4% |
| 1Y | -15.5% | -38.0% | +22.5% | -4.4% |
| 3Y | 0.0% | -30.5% | +30.5% | +8.3% |
| 5Y | +16.5% | -38.1% | +54.6% | +26.5% |
| All | +16.5% | -38.6% | +55.1% | +26.5% |
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 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