+423.5%
BSX vs HDB
+3,812.1%
-3,388.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +0.1% | -2.8% | +2.9% | +0.9% |
| 3M | -2.1% | -3.5% | +1.4% | -1.6% |
| 6M | -33.8% | -24.7% | -9.1% | -28.8% |
| YTD | -49.9% | -36.6% | -13.3% | -43.6% |
| 1Y | -55.4% | -34.4% | -21.1% | -50.4% |
| 3Y | -10.9% | -24.4% | +13.5% | -6.5% |
| 5Y | +6.4% | -35.4% | +41.8% | +14.8% |
| 10Y | +97.0% | +39.5% | +57.5% | +64.3% |
| All | +423.5% | +3,812.1% | -3,388.6% | +106.0% |
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