+32.4%
HDB vs MTB
+172.9%
-140.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -6.2% | -4.6% | -1.6% | -4.8% |
| 3M | -5.9% | +7.4% | -13.3% | -8.2% |
| 6M | -25.9% | +18.7% | -44.6% | -30.1% |
| YTD | -40.2% | +21.1% | -61.3% | -44.0% |
| 1Y | -38.0% | +24.1% | -62.1% | -42.5% |
| 3Y | -30.5% | +115.3% | -145.8% | -48.3% |
| 5Y | -38.1% | +106.0% | -144.2% | -54.8% |
| All | +32.4% | +172.9% | -140.5% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling