+412.7%
HDB vs BUD
+201.1%
+211.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.4% | +0.3% | +0.2% | +0.3% |
| 30D | -2.8% | -5.7% | +2.9% | -0.5% |
| 3M | -3.5% | +3.1% | -6.7% | -5.1% |
| 6M | -24.7% | +7.9% | -32.6% | -27.5% |
| YTD | -36.6% | +27.3% | -63.9% | -43.2% |
| 1Y | -34.4% | +37.8% | -72.2% | -43.3% |
| 3Y | -24.4% | +49.8% | -74.2% | -38.7% |
| 5Y | -35.4% | +43.8% | -79.2% | -47.8% |
| 10Y | +39.5% | -22.6% | +62.2% | +40.9% |
| All | +412.7% | +201.1% | +211.6% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling