+5,892.0%
FIX vs HDB
+38.3%
+5,853.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | -7.2% | -2.8% | -4.4% | -6.4% |
| 3M | -15.9% | -3.5% | -12.3% | -15.4% |
| 6M | +12.7% | -24.7% | +37.5% | +24.6% |
| YTD | +72.8% | -36.6% | +109.4% | +103.4% |
| 1Y | +122.9% | -34.4% | +157.3% | +158.1% |
| 3Y | +774.3% | -24.4% | +798.7% | +835.2% |
| 5Y | +2,049.5% | -35.4% | +2,084.8% | +2,298.6% |
| All | +5,892.0% | +38.3% | +5,853.6% | +4,702.6% |
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 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