-1.4%
BDX vs HDB
-38.7%
+37.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | -3.6% | -4.9% | +1.3% | -2.7% |
| 30D | +0.7% | -5.8% | +6.5% | +1.7% |
| 3M | +19.0% | -5.2% | +24.2% | +20.0% |
| 6M | +10.8% | -25.7% | +36.5% | +15.9% |
| YTD | +20.1% | -39.6% | +59.7% | +29.4% |
| 1Y | +23.1% | -36.9% | +60.0% | +31.6% |
| 3Y | -8.8% | -29.7% | +20.9% | -4.7% |
| 5Y | -1.4% | -37.8% | +36.3% | +3.6% |
| All | -1.4% | -38.7% | +37.3% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling