-34.0%
HDB vs MTB
+24.6%
-58.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.5% | +6.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +1.0% | -4.8% | +5.8% | +2.5% |
| 3M | -2.0% | +6.0% | -7.9% | -4.0% |
| 6M | -18.1% | +19.6% | -37.7% | -22.7% |
| YTD | -36.1% | +21.5% | -57.6% | -38.4% |
| 1Y | -34.0% | +24.7% | -58.8% | -36.6% |
| All | -34.0% | +24.6% | -58.7% | -36.6% |
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