-29.2%
ZBH vs HDB
-38.6%
+9.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -6.6% | -6.2% | -0.4% | -5.2% |
| 30D | -4.9% | -6.2% | +1.3% | -3.6% |
| 3M | +5.1% | -5.9% | +11.0% | +6.5% |
| 6M | +1.3% | -25.9% | +27.3% | +7.5% |
| YTD | +3.4% | -40.2% | +43.6% | +14.2% |
| 1Y | -8.7% | -38.0% | +29.3% | 0.0% |
| 3Y | -21.2% | -30.5% | +9.3% | -16.9% |
| 5Y | -29.2% | -38.1% | +8.9% | -23.5% |
| All | -29.2% | -38.6% | +9.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling