+13.8%
FIX vs HDB
-27.5%
+41.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -13.9% | +12.7% | -26.7% | -15.0% |
| 30D | -35.5% | +16.6% | -52.1% | -36.9% |
| 3M | -33.9% | +10.8% | -44.7% | -34.7% |
| 6M | -43.3% | +3.8% | -47.1% | -43.6% |
| YTD | +18.7% | -28.9% | +47.6% | +16.7% |
| 1Y | +13.8% | -28.0% | +41.7% | +10.8% |
| All | +13.8% | -27.5% | +41.2% | +10.8% |
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