+474.7%
HDB vs BUD
+222.5%
+252.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.2% |
| 7D | +12.7% | +6.0% | +6.7% | +10.0% |
| 30D | +16.6% | +11.3% | +5.3% | +11.5% |
| 3M | +10.8% | +3.6% | +7.2% | +8.9% |
| 6M | +3.8% | +7.7% | -3.9% | 0.0% |
| YTD | -28.9% | +36.4% | -65.3% | -38.2% |
| 1Y | -28.0% | +37.8% | -65.8% | -37.8% |
| 3Y | -7.2% | +51.2% | -58.4% | -24.9% |
| 5Y | -22.2% | +53.4% | -75.7% | -38.7% |
| 10Y | +63.6% | -3.2% | +66.8% | +47.1% |
| All | +474.7% | +222.5% | +252.2% | +132.5% |
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