+32.4%
HDB vs BB
-0.1%
+32.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.9% |
| 7D | -6.2% | -2.1% | -4.1% | -6.0% |
| 30D | -6.2% | -16.0% | +9.8% | -5.0% |
| 3M | -5.9% | -14.5% | +8.7% | -5.3% |
| 6M | -25.9% | +118.6% | -144.5% | -31.9% |
| YTD | -40.2% | +98.9% | -139.2% | -44.7% |
| 1Y | -38.0% | +99.5% | -137.5% | -42.9% |
| 3Y | -30.5% | +65.4% | -95.8% | -36.8% |
| 5Y | -38.1% | -27.6% | -10.5% | -40.7% |
| All | +32.4% | -0.1% | +32.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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