+3,769.4%
HDB vs M
+140.4%
+3,629.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | +0.4% | +4.7% | -4.3% | -0.7% |
| 30D | -2.8% | -9.6% | +6.8% | -0.4% |
| 3M | -3.5% | +0.9% | -4.4% | -4.2% |
| 6M | -24.7% | +22.3% | -47.0% | -29.0% |
| YTD | -36.6% | +6.5% | -43.1% | -38.3% |
| 1Y | -34.4% | +38.8% | -73.1% | -40.8% |
| 3Y | -24.4% | +115.9% | -140.3% | -44.0% |
| 5Y | -35.4% | +28.6% | -64.0% | -50.2% |
| 10Y | +39.5% | -2.5% | +42.1% | -10.6% |
| All | +3,769.4% | +140.4% | +3,629.1% | +1,094.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling