-33.1%
BAX vs HDB
+63.5%
-96.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | +2.7% | -2.7% | -0.5% |
| 30D | +4.1% | +14.1% | -10.1% | +0.9% |
| 3M | -4.5% | +11.8% | -16.4% | -7.2% |
| 6M | +49.2% | +8.2% | +41.1% | +46.1% |
| YTD | +35.2% | -29.3% | +64.6% | +45.0% |
| 1Y | +38.3% | -28.8% | +67.1% | +47.9% |
| 3Y | -19.0% | -7.5% | -11.6% | -19.6% |
| 5Y | -64.2% | -23.1% | -41.1% | -63.3% |
| All | -33.1% | +63.5% | -96.7% | -43.6% |
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