+66.7%
HDB vs BAH
+198.8%
-132.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +2.7% | +1.7% | +1.0% | +2.5% |
| 30D | +14.1% | +20.8% | -6.6% | +10.8% |
| 3M | +11.8% | +11.6% | +0.3% | +9.7% |
| 6M | +8.2% | +23.1% | -14.9% | +4.0% |
| YTD | -29.3% | +5.3% | -34.6% | -30.8% |
| 1Y | -28.8% | +6.1% | -34.9% | -30.5% |
| 3Y | -7.5% | -27.5% | +20.0% | -6.1% |
| 5Y | -23.1% | +6.2% | -29.2% | -30.9% |
| All | +66.7% | +198.8% | -132.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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