+448.7%
FIX vs HDB
-11.1%
+459.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.7% | +5.1% |
| 7D | -17.5% | +13.3% | -30.8% | -19.9% |
| 30D | -41.6% | +13.6% | -55.1% | -43.4% |
| 3M | -40.6% | +5.8% | -46.4% | -41.5% |
| 6M | -49.4% | -1.9% | -47.5% | -49.4% |
| YTD | +9.2% | -31.2% | +40.4% | +18.6% |
| 1Y | +6.5% | -29.6% | +36.0% | +14.8% |
| 3Y | +448.7% | -10.1% | +458.8% | +453.3% |
| All | +448.7% | -11.1% | +459.8% | +453.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling