-37.8%
HDB vs BB
-25.5%
-12.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -4.9% | +1.8% | -6.7% | -5.0% |
| 30D | -5.8% | -12.2% | +6.4% | -4.9% |
| 3M | -5.2% | -12.3% | +7.1% | -4.9% |
| 6M | -25.7% | +122.7% | -148.4% | -32.9% |
| YTD | -39.6% | +104.5% | -144.1% | -45.0% |
| 1Y | -36.9% | +106.7% | -143.6% | -43.0% |
| 3Y | -29.7% | +70.0% | -99.7% | -37.2% |
| 5Y | -37.8% | -27.8% | -10.0% | -36.0% |
| All | -37.8% | -25.5% | -12.3% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling