+53,825.9%
FIX vs HDB
+3,812.1%
+50,013.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | -7.2% | -2.8% | -4.4% | -6.5% |
| 3M | -15.9% | -3.5% | -12.3% | -15.4% |
| 6M | +12.7% | -24.7% | +37.5% | +22.6% |
| YTD | +72.8% | -36.6% | +109.4% | +97.9% |
| 1Y | +122.9% | -34.4% | +157.3% | +152.0% |
| 3Y | +774.3% | -24.4% | +798.7% | +829.4% |
| 5Y | +2,049.5% | -35.4% | +2,084.8% | +2,267.8% |
| 10Y | +5,821.5% | +39.5% | +5,781.9% | +4,817.9% |
| All | +53,825.9% | +3,812.1% | +50,013.8% | +18,976.9% |
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