+3,796.1%
HDB vs BRO
+1,322.5%
+2,473.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | +0.7% | -7.3% | +8.0% | +4.4% |
| 30D | +1.0% | -6.9% | +7.8% | +4.4% |
| 3M | -2.0% | +10.7% | -12.6% | -7.4% |
| 6M | -18.1% | -2.7% | -15.4% | -18.2% |
| YTD | -36.1% | -16.3% | -19.8% | -31.9% |
| 1Y | -34.0% | -29.1% | -5.0% | -24.1% |
| 3Y | -26.7% | -7.8% | -18.9% | -28.7% |
| 5Y | -33.9% | +18.7% | -52.6% | -45.6% |
| 10Y | +41.4% | +291.9% | -250.5% | -39.8% |
| All | +3,796.1% | +1,322.5% | +2,473.6% | +1,413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling