-22.1%
HDB vs MTB
+65.0%
-87.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +6.9% | -2.0% | +8.9% | +7.5% |
| 30D | +15.2% | +0.1% | +15.1% | +15.2% |
| 3M | +11.7% | -12.1% | +23.8% | +15.4% |
| 6M | +7.5% | +7.3% | +0.2% | +5.4% |
| YTD | -28.8% | +11.5% | -40.3% | -30.9% |
| 1Y | -29.1% | +21.3% | -50.4% | -32.6% |
| 3Y | -7.0% | +104.1% | -111.1% | -25.6% |
| 5Y | -22.1% | +61.8% | -83.9% | -34.0% |
| All | -22.1% | +65.0% | -87.0% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling