-36.9%
BAX vs HDB
+32.4%
-69.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -5.1% | -4.9% | -0.2% | -4.0% |
| 30D | -12.2% | -5.8% | -6.3% | -10.9% |
| 3M | +21.8% | -5.2% | +27.0% | +23.3% |
| 6M | +36.3% | -25.7% | +62.0% | +45.4% |
| YTD | +27.8% | -39.6% | +67.4% | +42.4% |
| 1Y | -0.1% | -36.9% | +36.9% | +10.2% |
| 3Y | -33.3% | -29.7% | -3.6% | -29.2% |
| 5Y | -67.1% | -37.8% | -29.3% | -64.5% |
| 10Y | -36.9% | +33.7% | -70.6% | -42.8% |
| All | -36.9% | +32.4% | -69.4% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling