+81.5%
BSX vs HDB
+32.9%
+48.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -3.8% |
| 7D | -8.2% | -6.2% | -2.0% | -6.4% |
| 30D | -15.8% | -6.2% | -9.6% | -14.2% |
| 3M | -10.8% | -5.9% | -5.0% | -9.6% |
| 6M | -38.4% | -25.9% | -12.5% | -33.1% |
| YTD | -54.8% | -40.2% | -14.6% | -47.8% |
| 1Y | -59.0% | -38.0% | -21.1% | -53.3% |
| 3Y | -20.0% | -30.5% | +10.5% | -13.9% |
| 5Y | -3.1% | -38.1% | +35.1% | +6.3% |
| All | +81.5% | +32.9% | +48.5% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling