-31.4%
HDB vs MDY
+47.3%
-78.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.7% |
| 7D | -6.2% | -2.5% | -3.7% | -5.1% |
| 30D | -6.2% | -5.0% | -1.2% | -4.1% |
| 3M | -5.9% | +0.5% | -6.3% | -6.1% |
| 6M | -25.9% | +8.0% | -33.9% | -28.1% |
| YTD | -40.2% | +12.2% | -52.4% | -42.8% |
| 1Y | -38.0% | +14.0% | -52.0% | -41.1% |
| All | -31.4% | +47.3% | -78.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling