+420.4%
FIX vs HDB
-12.6%
+433.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.5% | -13.1% | -11.9% |
| 7D | -27.2% | +13.3% | -40.5% | -29.5% |
| 30D | -46.9% | +10.2% | -57.1% | -48.2% |
| 3M | -44.4% | +3.6% | -48.0% | -45.0% |
| 6M | -50.9% | -0.5% | -50.4% | -51.3% |
| YTD | +3.5% | -32.4% | +35.9% | +12.9% |
| 1Y | -2.1% | -31.1% | +29.0% | +6.1% |
| All | +420.4% | -12.6% | +433.0% | +426.5% |
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