-28.0%
HDB vs M
+26.3%
-54.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +12.7% | +5.0% | +7.7% | +11.3% |
| 30D | +16.6% | +10.6% | +6.0% | +13.8% |
| 3M | +10.8% | +1.6% | +9.2% | +9.3% |
| 6M | +3.8% | +30.8% | -27.0% | -1.9% |
| YTD | -28.9% | +16.9% | -45.8% | -32.3% |
| 1Y | -28.0% | +26.3% | -54.2% | -30.7% |
| All | -28.0% | +26.3% | -54.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling