-38.7%
BTDR vs HDB
-20.8%
-17.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.2% | -11.6% | -12.4% |
| 7D | +15.4% | +4.1% | +11.4% | +14.2% |
| 30D | -33.4% | +13.0% | -46.4% | -36.0% |
| 3M | -32.0% | +11.3% | -43.3% | -34.4% |
| 6M | -52.2% | +6.9% | -59.2% | -53.5% |
| YTD | -45.3% | -29.6% | -15.7% | -40.9% |
| 1Y | -56.0% | -29.5% | -26.5% | -52.4% |
| 3Y | +54.4% | -8.1% | +62.5% | +58.6% |
| 5Y | -38.5% | -23.4% | -15.1% | -37.0% |
| All | -38.7% | -20.8% | -17.9% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling