-36.9%
HDB vs MSTZ
-19.0%
-17.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.2% | -1.7% |
| 7D | -4.9% | -23.6% | +18.7% | -5.1% |
| 30D | -5.8% | -60.7% | +54.9% | -7.1% |
| 3M | -5.2% | -58.3% | +53.1% | -5.7% |
| 6M | -25.7% | -60.0% | +34.3% | -25.8% |
| YTD | -39.6% | -75.2% | +35.6% | -40.0% |
| 1Y | -36.9% | -19.9% | -17.0% | -37.4% |
| All | -36.9% | -19.0% | -17.9% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling