+3,729.3%
HDB vs BNS
+1,476.3%
+2,253.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.2% |
| 7D | -2.0% | +1.8% | -3.9% | -3.4% |
| 30D | -4.9% | +4.5% | -9.4% | -8.3% |
| 3M | -2.3% | +15.8% | -18.1% | -12.7% |
| 6M | -23.7% | +31.5% | -55.2% | -38.0% |
| YTD | -38.5% | +28.6% | -67.1% | -49.3% |
| 1Y | -36.5% | +48.2% | -84.7% | -52.9% |
| 3Y | -28.5% | +130.8% | -159.2% | -62.8% |
| 5Y | -37.4% | +94.9% | -132.3% | -63.9% |
| 10Y | +34.0% | +179.6% | -145.5% | -45.0% |
| All | +3,729.3% | +1,476.3% | +2,253.0% | +678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling