-37.4%
HDB vs BEN
+42.4%
-79.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -2.0% | +4.7% | -6.7% | -3.4% |
| 30D | -4.9% | +2.6% | -7.5% | -5.6% |
| 3M | -2.3% | +11.5% | -13.8% | -5.5% |
| 6M | -23.7% | +35.3% | -59.0% | -30.5% |
| YTD | -38.5% | +48.6% | -87.1% | -45.5% |
| 1Y | -36.5% | +46.7% | -83.2% | -43.6% |
| 3Y | -28.5% | +57.0% | -85.5% | -39.2% |
| 5Y | -37.4% | +41.8% | -79.2% | -46.1% |
| All | -37.4% | +42.4% | -79.7% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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