+41.5%
HDB vs BRO
+294.2%
-252.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | +0.7% | -7.3% | +8.0% | +3.6% |
| 30D | +1.0% | -6.9% | +7.8% | +3.7% |
| 3M | -2.0% | +10.7% | -12.6% | -6.3% |
| 6M | -18.1% | -2.7% | -15.4% | -18.0% |
| YTD | -36.1% | -16.3% | -19.8% | -32.5% |
| 1Y | -34.0% | -29.1% | -5.0% | -25.6% |
| 3Y | -26.7% | -7.8% | -18.9% | -29.5% |
| 5Y | -33.9% | +18.7% | -52.6% | -46.3% |
| All | +41.5% | +294.2% | -252.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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