+3,769.4%
HDB vs BB
+69.9%
+3,699.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.4% | -5.6% | +6.1% | +1.2% |
| 30D | -2.8% | -11.8% | +9.0% | -1.4% |
| 3M | -3.5% | -25.5% | +22.0% | -0.8% |
| 6M | -24.7% | +121.3% | -146.0% | -34.3% |
| YTD | -36.6% | +103.2% | -139.7% | -44.0% |
| 1Y | -34.4% | +102.6% | -137.0% | -42.4% |
| 3Y | -24.4% | +37.5% | -61.9% | -33.3% |
| 5Y | -35.4% | -30.4% | -4.9% | -39.0% |
| 10Y | +39.5% | 0.0% | +39.5% | +3.5% |
| All | +3,769.4% | +69.9% | +3,699.6% | +2,672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling