-20.5%
ZBH vs HDB
-30.2%
+9.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -4.9% | -4.9% | 0.0% | -4.3% |
| 30D | -3.2% | -5.8% | +2.6% | -2.5% |
| 3M | +5.8% | -5.2% | +11.0% | +6.8% |
| 6M | +2.0% | -25.7% | +27.7% | +4.6% |
| YTD | +5.8% | -39.6% | +45.4% | +9.8% |
| 1Y | -7.9% | -36.9% | +29.0% | -4.8% |
| All | -20.5% | -30.2% | +9.7% | -19.8% |
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