+41.5%
HDB vs BNS
+188.9%
-147.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.5% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +1.0% | +3.5% | -2.5% | -1.2% |
| 3M | -2.0% | +14.1% | -16.0% | -9.5% |
| 6M | -18.1% | +33.8% | -51.9% | -31.1% |
| YTD | -36.1% | +29.5% | -65.6% | -45.3% |
| 1Y | -34.0% | +48.4% | -82.5% | -47.9% |
| 3Y | -26.7% | +129.6% | -156.3% | -56.1% |
| 5Y | -33.9% | +96.1% | -130.0% | -56.8% |
| All | +41.5% | +188.9% | -147.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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