-32.9%
HDB vs MTB
+27.0%
-59.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.1% |
| 7D | +12.9% | +2.0% | +10.9% | +12.1% |
| 30D | +10.0% | +2.9% | +7.1% | +8.9% |
| 3M | +1.8% | -10.7% | +12.5% | +5.7% |
| 6M | -2.1% | +6.3% | -8.4% | -5.0% |
| YTD | -33.4% | +13.8% | -47.2% | -33.7% |
| 1Y | -32.9% | +27.7% | -60.6% | -31.0% |
| All | -32.9% | +27.0% | -59.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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