-36.5%
HDB vs M
+31.9%
-68.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.6% |
| 7D | -2.0% | +2.4% | -4.4% | -2.4% |
| 30D | -4.9% | -11.6% | +6.7% | -3.1% |
| 3M | -2.3% | +1.6% | -3.9% | -2.7% |
| 6M | -23.7% | +25.2% | -48.9% | -25.7% |
| YTD | -38.5% | +3.8% | -42.2% | -39.3% |
| 1Y | -36.5% | +36.3% | -72.8% | -37.5% |
| All | -36.5% | +31.9% | -68.4% | -37.5% |
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