+0.3%
ZBH vs HDB
-7.5%
+7.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.3% | +2.7% | -5.0% | -2.7% |
| 30D | +12.5% | +14.1% | -1.7% | +10.2% |
| 3M | +3.9% | +11.8% | -7.9% | +2.1% |
| 6M | +25.4% | +8.2% | +17.3% | +23.9% |
| YTD | +15.7% | -29.3% | +45.0% | +16.6% |
| 1Y | +15.2% | -28.8% | +44.0% | +16.0% |
| 3Y | +0.3% | -7.5% | +7.8% | +2.4% |
| All | +0.3% | -7.5% | +7.8% | +2.4% |
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