+1,140.6%
VRTX vs HDB
+3,812.1%
-2,671.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +12.6% | -2.8% | +15.5% | +13.4% |
| 3M | +23.6% | -3.5% | +27.2% | +24.4% |
| 6M | +14.3% | -24.7% | +39.0% | +22.6% |
| YTD | +20.5% | -36.6% | +57.0% | +35.2% |
| 1Y | +37.6% | -34.4% | +72.0% | +52.9% |
| 3Y | +55.5% | -24.4% | +79.9% | +63.7% |
| 5Y | +175.7% | -35.4% | +211.1% | +197.3% |
| 10Y | +474.2% | +39.5% | +434.7% | +370.0% |
| All | +1,140.6% | +3,812.1% | -2,671.5% | +365.1% |
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