+21.7%
BDX vs HDB
-33.5%
+55.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | -0.9% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | -2.5% | +1.0% | -3.5% | -2.8% |
| 3M | +21.4% | -2.0% | +23.4% | +21.9% |
| 6M | +10.4% | -18.1% | +28.5% | +14.4% |
| YTD | +18.8% | -36.1% | +55.0% | +25.8% |
| 1Y | +21.7% | -34.0% | +55.7% | +27.9% |
| All | +21.7% | -33.5% | +55.2% | +27.9% |
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