+1,338.9%
HDB vs MKTX
+1,445.7%
-106.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.0% | +0.4% | -2.5% | -2.2% |
| 30D | -4.9% | +1.0% | -5.8% | -5.1% |
| 3M | -2.3% | +41.3% | -43.6% | -12.8% |
| 6M | -23.7% | -11.3% | -12.4% | -22.3% |
| YTD | -38.5% | -8.6% | -29.9% | -38.1% |
| 1Y | -36.5% | -11.1% | -25.4% | -35.7% |
| 3Y | -28.5% | -24.5% | -3.9% | -27.0% |
| 5Y | -37.4% | -61.4% | +24.0% | -24.4% |
| 10Y | +34.0% | +6.8% | +27.2% | +8.4% |
| All | +1,338.9% | +1,445.7% | -106.7% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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