+32,213.2%
FIX vs HDB
+4,068.7%
+28,144.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.5% | -13.1% | -12.1% |
| 7D | -27.2% | +13.3% | -40.5% | -30.4% |
| 30D | -46.9% | +10.2% | -57.1% | -48.9% |
| 3M | -44.4% | +3.6% | -48.0% | -45.5% |
| 6M | -50.9% | -0.5% | -50.4% | -51.5% |
| YTD | +3.5% | -32.4% | +35.9% | +15.5% |
| 1Y | -2.1% | -31.1% | +29.0% | +8.4% |
| 3Y | +418.7% | -12.6% | +431.4% | +423.3% |
| 5Y | +894.6% | -25.7% | +920.2% | +941.5% |
| 10Y | +3,465.5% | +56.5% | +3,409.0% | +2,739.9% |
| All | +32,213.2% | +4,068.7% | +28,144.6% | +11,028.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling