+61.3%
HDB vs BAH
+218.8%
-157.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.4% |
| 7D | +13.7% | -1.5% | +15.2% | +13.9% |
| 30D | +15.8% | +17.3% | -1.4% | +13.0% |
| 3M | +9.2% | +14.9% | -5.6% | +6.7% |
| 6M | +3.2% | +14.2% | -11.1% | +0.4% |
| YTD | -29.4% | +5.1% | -34.5% | -30.9% |
| 1Y | -27.9% | +2.1% | -30.0% | -29.2% |
| 3Y | -5.9% | -26.0% | +20.1% | -5.1% |
| 5Y | -23.5% | +9.0% | -32.5% | -31.8% |
| 10Y | +61.3% | +208.8% | -147.5% | +12.9% |
| All | +61.3% | +218.8% | -157.4% | +12.9% |
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