-23.4%
HDB vs MKC
-36.0%
+12.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +4.1% | -7.3% | +11.4% | +5.2% |
| 30D | +13.0% | +4.0% | +9.0% | +12.3% |
| 3M | +11.3% | -11.5% | +22.7% | +13.0% |
| 6M | +6.9% | +1.1% | +5.9% | +6.2% |
| YTD | -29.6% | -29.9% | +0.3% | -26.2% |
| 1Y | -29.5% | -27.0% | -2.5% | -26.5% |
| 3Y | -8.1% | -22.3% | +14.2% | -5.8% |
| 5Y | -23.4% | -36.0% | +12.6% | -14.9% |
| All | -23.4% | -36.0% | +12.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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