+23.0%
BDX vs HDB
-6.8%
+29.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.5% | +6.9% | -4.4% | +1.4% |
| 30D | +13.6% | +15.2% | -1.7% | +10.9% |
| 3M | +18.9% | +11.7% | +7.2% | +16.6% |
| 6M | +51.8% | +7.5% | +44.3% | +49.6% |
| YTD | +43.3% | -28.8% | +72.1% | +47.3% |
| 1Y | +48.0% | -29.1% | +77.1% | +52.1% |
| All | +23.0% | -6.8% | +29.9% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling