-17.0%
HDB vs MSTZ
-99.3%
+82.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.1% |
| 7D | +6.9% | +31.0% | -24.1% | +7.4% |
| 30D | +15.2% | +34.0% | -18.7% | +15.9% |
| 3M | +11.7% | -67.7% | +79.4% | +10.7% |
| 6M | +7.5% | -14.9% | +22.4% | +8.8% |
| YTD | -28.8% | -79.1% | +50.3% | -28.8% |
| 1Y | -29.1% | -58.9% | +29.8% | -28.6% |
| All | -17.0% | -99.3% | +82.3% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling