+191.0%
HDB vs BAH
+886.2%
-695.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | +0.4% | -3.2% | +3.7% | +1.0% |
| 30D | -2.8% | +2.0% | -4.8% | -3.3% |
| 3M | -3.5% | -7.6% | +4.1% | -2.5% |
| 6M | -24.7% | -5.7% | -19.0% | -24.6% |
| YTD | -36.6% | -11.7% | -24.8% | -36.1% |
| 1Y | -34.4% | -27.4% | -7.0% | -31.3% |
| 3Y | -24.4% | -32.5% | +8.1% | -22.5% |
| 5Y | -35.4% | -3.3% | -32.0% | -40.9% |
| 10Y | +39.5% | +186.0% | -146.5% | -6.4% |
| All | +191.0% | +886.2% | -695.3% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling