-7.5%
HDB vs BUD
+49.6%
-57.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.2% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | +14.1% | +6.7% | +7.5% | +12.6% |
| 3M | +11.8% | +5.7% | +6.1% | +10.5% |
| 6M | +8.2% | +5.8% | +2.4% | +6.6% |
| YTD | -29.3% | +34.4% | -63.7% | -33.6% |
| 1Y | -28.8% | +33.3% | -62.1% | -33.0% |
| 3Y | -7.5% | +48.8% | -56.3% | -15.0% |
| All | -7.5% | +49.6% | -57.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling