+3,769.4%
HDB vs MTB
+487.7%
+3,281.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.4% | +1.7% | -1.3% | -0.4% |
| 30D | -2.8% | -4.2% | +1.4% | -0.9% |
| 3M | -3.5% | +8.9% | -12.4% | -7.6% |
| 6M | -24.7% | +10.9% | -35.6% | -28.5% |
| YTD | -36.6% | +21.5% | -58.0% | -42.5% |
| 1Y | -34.4% | +21.9% | -56.3% | -40.9% |
| 3Y | -24.4% | +109.2% | -133.6% | -50.0% |
| 5Y | -35.4% | +102.0% | -137.3% | -58.9% |
| 10Y | +39.5% | +171.9% | -132.4% | -34.4% |
| All | +3,769.4% | +487.7% | +3,281.7% | +904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling