-32.9%
HDB vs BR
-14.2%
-18.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.5% | +5.1% |
| 7D | +12.9% | +7.0% | +5.9% | +11.8% |
| 30D | +10.0% | +19.0% | -8.9% | +7.6% |
| 3M | +1.8% | +13.1% | -11.2% | +0.1% |
| 6M | -2.1% | +24.6% | -26.7% | -5.2% |
| YTD | -33.4% | -13.6% | -19.8% | -33.3% |
| 1Y | -32.9% | -13.1% | -19.7% | -32.7% |
| All | -32.9% | -14.2% | -18.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling