-37.8%
HDB vs MDY
+45.8%
-83.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.4% |
| 30D | -5.8% | -3.9% | -2.0% | -3.8% |
| 3M | -5.2% | 0.0% | -5.1% | -5.2% |
| 6M | -25.7% | +8.5% | -34.3% | -28.9% |
| YTD | -39.6% | +13.2% | -52.8% | -43.5% |
| 1Y | -36.9% | +15.0% | -51.9% | -41.7% |
| 3Y | -29.7% | +49.6% | -79.3% | -45.9% |
| 5Y | -37.8% | +46.0% | -83.8% | -52.2% |
| All | -37.8% | +45.8% | -83.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling