-33.7%
HDB vs BR
+8.0%
-41.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.2% | +7.0% |
| 7D | +0.7% | -3.0% | +3.7% | +1.6% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | -2.0% | +17.3% | -19.3% | -7.0% |
| 6M | -18.1% | -6.7% | -11.4% | -16.7% |
| YTD | -36.1% | -23.4% | -12.7% | -30.9% |
| 1Y | -34.0% | -32.7% | -1.4% | -25.5% |
| 3Y | -26.7% | -5.9% | -20.8% | -28.5% |
| All | -33.7% | +8.0% | -41.7% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling