+41.5%
HDB vs BG
+166.7%
-125.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.2% |
| 7D | +0.7% | +3.1% | -2.4% | 0.0% |
| 30D | +1.0% | +10.2% | -9.2% | -0.9% |
| 3M | -2.0% | -1.7% | -0.3% | -2.1% |
| 6M | -18.1% | +1.0% | -19.1% | -18.9% |
| YTD | -36.1% | +39.9% | -76.0% | -41.1% |
| 1Y | -34.0% | +53.2% | -87.3% | -40.6% |
| 3Y | -26.7% | +16.3% | -43.0% | -30.6% |
| 5Y | -33.9% | +83.9% | -117.7% | -45.6% |
| All | +41.5% | +166.7% | -125.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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