+55.1%
BAX vs HDB
+3,812.1%
-3,757.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | -5.5% | -2.8% | -2.6% | -5.0% |
| 3M | +33.5% | -3.5% | +37.1% | +34.3% |
| 6M | +35.9% | -24.7% | +60.6% | +42.6% |
| YTD | +35.4% | -36.6% | +71.9% | +46.3% |
| 1Y | +9.8% | -34.4% | +44.1% | +17.8% |
| 3Y | -32.7% | -24.4% | -8.3% | -30.3% |
| 5Y | -65.6% | -35.4% | -30.2% | -63.7% |
| 10Y | -34.9% | +39.5% | -74.5% | -41.7% |
| All | +55.1% | +3,812.1% | -3,757.1% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling