+21.9%
FIX vs HDB
-28.3%
+50.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | +6.4% | +6.9% | -0.5% | +5.7% |
| 30D | -29.1% | +15.2% | -44.3% | -30.4% |
| 3M | -31.1% | +11.7% | -42.9% | -32.1% |
| 6M | -42.8% | +7.5% | -50.3% | -43.8% |
| YTD | +24.6% | -28.8% | +53.4% | +24.1% |
| 1Y | +21.9% | -29.1% | +51.0% | +20.6% |
| All | +21.9% | -28.3% | +50.2% | +20.6% |
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