-19.3%
HDB vs BIYA
-99.9%
+80.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +4.1% | +10.0% | -5.9% | +4.1% |
| 30D | +13.0% | -17.7% | +30.6% | +12.9% |
| 3M | +11.3% | -55.0% | +66.3% | +11.2% |
| 6M | +6.9% | -85.1% | +92.1% | +6.9% |
| YTD | -29.6% | -96.9% | +67.2% | -29.1% |
| 1Y | -29.5% | -98.5% | +69.0% | -28.6% |
| All | -19.3% | -99.9% | +80.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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