+33.7%
HDB vs BAH
+186.6%
-152.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -4.9% | -1.3% | -3.5% | -4.7% |
| 30D | -5.8% | -6.6% | +0.8% | -4.9% |
| 3M | -5.2% | -7.2% | +2.0% | -4.4% |
| 6M | -25.7% | -10.0% | -15.7% | -25.0% |
| YTD | -39.6% | -12.5% | -27.1% | -39.1% |
| 1Y | -36.9% | -27.9% | -9.0% | -34.3% |
| 3Y | -29.7% | -31.4% | +1.7% | -29.1% |
| 5Y | -37.8% | -3.2% | -34.5% | -43.9% |
| 10Y | +33.7% | +191.5% | -157.7% | -3.6% |
| All | +33.7% | +186.6% | -152.9% | -3.6% |
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