-1.0%
BSX vs HDB
-38.7%
+37.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -7.0% | -4.9% | -2.2% | -6.1% |
| 30D | -10.9% | -5.8% | -5.1% | -9.8% |
| 3M | -8.2% | -5.2% | -3.0% | -7.4% |
| 6M | -37.5% | -25.7% | -11.8% | -33.9% |
| YTD | -52.8% | -39.6% | -13.3% | -48.2% |
| 1Y | -58.4% | -36.9% | -21.5% | -54.8% |
| 3Y | -16.5% | -29.7% | +13.2% | -12.4% |
| 5Y | -1.0% | -37.8% | +36.8% | +6.3% |
| All | -1.0% | -38.7% | +37.7% | +6.3% |
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