-22.2%
HDB vs BB
-17.6%
-4.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | +2.7% | +1.8% | +0.9% | +2.6% |
| 30D | +14.1% | +8.1% | +6.0% | +13.1% |
| 3M | +11.8% | -1.0% | +12.8% | +11.3% |
| 6M | +8.2% | +45.9% | -37.7% | +2.7% |
| YTD | -29.3% | +134.8% | -164.1% | -36.4% |
| 1Y | -28.8% | +104.6% | -133.4% | -35.1% |
| 3Y | -7.5% | +152.8% | -160.3% | -21.1% |
| All | -22.2% | -17.6% | -4.6% | -18.9% |
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