+3,681.7%
HDB vs BG
+1,131.5%
+2,550.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | -0.5% |
| 30D | -2.8% | +12.0% | -14.9% | -6.5% |
| 3M | -3.5% | -7.7% | +4.2% | -1.7% |
| 6M | -24.7% | +4.5% | -29.2% | -26.9% |
| YTD | -36.6% | +35.7% | -72.2% | -43.9% |
| 1Y | -34.4% | +50.1% | -84.4% | -44.3% |
| 3Y | -24.4% | +12.6% | -37.0% | -30.9% |
| 5Y | -35.4% | +75.4% | -110.8% | -51.6% |
| 10Y | +39.5% | +150.5% | -110.9% | -16.7% |
| All | +3,681.7% | +1,131.5% | +2,550.2% | +1,927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling