-29.5%
HDB vs BAH
+3.0%
-32.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +4.1% | -2.6% | +6.7% | +4.1% |
| 30D | +13.0% | +20.4% | -7.4% | +13.1% |
| 3M | +11.3% | +11.9% | -0.6% | +11.2% |
| 6M | +6.9% | +17.1% | -10.2% | +6.5% |
| YTD | -29.6% | +5.5% | -35.2% | -29.4% |
| 1Y | -29.5% | +5.6% | -35.1% | -28.8% |
| All | -29.5% | +3.0% | -32.5% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling