+443.5%
VRTX vs HDB
+34.0%
+409.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.1% | -2.5% |
| 7D | -3.4% | -2.0% | -1.4% | -3.0% |
| 30D | +6.6% | -4.9% | +11.5% | +7.8% |
| 3M | +19.4% | -2.3% | +21.7% | +19.7% |
| 6M | +15.8% | -23.7% | +39.5% | +22.5% |
| YTD | +16.7% | -38.5% | +55.1% | +29.5% |
| 1Y | +33.8% | -36.5% | +70.3% | +47.3% |
| 3Y | +54.2% | -28.5% | +82.6% | +63.4% |
| 5Y | +176.4% | -37.4% | +213.7% | +196.4% |
| 10Y | +443.5% | +34.0% | +409.5% | +366.3% |
| All | +443.5% | +34.0% | +409.5% | +366.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling