-37.8%
HDB vs MTB
+103.4%
-141.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -4.9% | +1.1% | -5.9% | -5.1% |
| 30D | -5.8% | -4.6% | -1.2% | -4.7% |
| 3M | -5.2% | +6.3% | -11.5% | -6.7% |
| 6M | -25.7% | +15.6% | -41.3% | -28.5% |
| YTD | -39.6% | +20.6% | -60.1% | -42.4% |
| 1Y | -36.9% | +22.5% | -59.4% | -40.2% |
| 3Y | -29.7% | +114.4% | -144.2% | -44.3% |
| 5Y | -37.8% | +101.9% | -139.7% | -50.0% |
| All | -37.8% | +103.4% | -141.2% | -50.0% |
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