+14.5%
FIX vs HDB
-27.9%
+42.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +9.1% |
| 7D | -7.2% | +13.7% | -20.9% | -8.6% |
| 30D | -35.1% | +15.8% | -51.0% | -36.4% |
| 3M | -34.3% | +9.2% | -43.5% | -34.9% |
| 6M | -42.9% | +3.2% | -46.1% | -43.2% |
| YTD | +19.5% | -29.4% | +48.8% | +17.6% |
| All | +14.5% | -27.9% | +42.5% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling