+4,096.6%
HDB vs M
+142.7%
+3,953.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.9% |
| 7D | +13.3% | -4.3% | +17.6% | +14.5% |
| 30D | +13.6% | +1.3% | +12.3% | +13.0% |
| 3M | +5.8% | -7.4% | +13.1% | +7.5% |
| 6M | -1.9% | +18.3% | -20.3% | -6.9% |
| YTD | -31.2% | +7.6% | -38.8% | -33.5% |
| 1Y | -29.6% | +17.4% | -47.0% | -33.6% |
| 3Y | -10.1% | +108.4% | -118.5% | -32.7% |
| 5Y | -24.3% | -10.6% | -13.7% | -34.3% |
| 10Y | +59.3% | -3.2% | +62.5% | +2.5% |
| All | +4,096.6% | +142.7% | +3,953.9% | +1,189.6% |
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