-25.3%
HDB vs BAH
+8.3%
-33.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.0% |
| 7D | +13.3% | -3.5% | +16.9% | +13.5% |
| 30D | +13.6% | +24.3% | -10.7% | +12.4% |
| 3M | +5.8% | +16.3% | -10.6% | +4.9% |
| 6M | -1.9% | +13.6% | -15.5% | -2.7% |
| YTD | -31.2% | +3.5% | -34.7% | -31.6% |
| 1Y | -29.6% | +2.7% | -32.3% | -30.0% |
| 3Y | -10.1% | -26.6% | +16.5% | -10.3% |
| All | -25.3% | +8.3% | -33.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling