+3.4%
BAX vs HDB
-36.7%
+40.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.7% | -2.6% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | -9.7% | -4.9% | -4.9% | -8.0% |
| 3M | +29.3% | -2.3% | +31.6% | +30.4% |
| 6M | +40.7% | -23.7% | +64.4% | +48.8% |
| YTD | +30.3% | -38.5% | +68.7% | +38.0% |
| 1Y | +3.4% | -36.5% | +39.9% | +10.2% |
| All | +3.4% | -36.7% | +40.1% | +10.2% |
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