-25.3%
HDB vs BUD
+48.8%
-74.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.2% |
| 7D | +13.3% | +4.5% | +8.9% | +11.8% |
| 30D | +13.6% | +12.5% | +1.0% | +9.4% |
| 3M | +5.8% | 0.0% | +5.8% | +5.6% |
| 6M | -1.9% | +3.8% | -5.7% | -3.5% |
| YTD | -31.2% | +33.1% | -64.3% | -37.6% |
| 1Y | -29.6% | +35.5% | -65.1% | -36.6% |
| 3Y | -10.1% | +49.4% | -59.5% | -23.5% |
| All | -25.3% | +48.8% | -74.2% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling