+937.0%
BDX vs HDB
+3,812.1%
-2,875.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | +8.3% | -2.8% | +11.1% | +8.7% |
| 3M | +24.4% | -3.5% | +27.9% | +25.0% |
| 6M | +9.2% | -24.7% | +33.9% | +14.1% |
| YTD | +22.7% | -36.6% | +59.3% | +31.7% |
| 1Y | +25.9% | -34.4% | +60.2% | +34.3% |
| 3Y | -10.5% | -24.4% | +13.9% | -7.6% |
| 5Y | +1.9% | -35.4% | +37.3% | +6.8% |
| 10Y | +58.7% | +39.5% | +19.2% | +42.7% |
| All | +937.0% | +3,812.1% | -2,875.1% | +523.2% |
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 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