+9.8%
BAX vs HDB
-34.6%
+44.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -1.1% | +0.4% | -1.6% | -1.3% |
| 30D | -5.5% | -2.8% | -2.6% | -4.4% |
| 3M | +33.5% | -3.5% | +37.1% | +35.0% |
| 6M | +35.9% | -24.7% | +60.6% | +42.8% |
| YTD | +35.4% | -36.6% | +71.9% | +41.6% |
| 1Y | +9.8% | -34.4% | +44.1% | +16.1% |
| All | +9.8% | -34.6% | +44.4% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling