-38.1%
HDB vs MTCH
-72.5%
+34.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -6.2% | -1.4% | -4.7% | -6.0% |
| 30D | -6.2% | +13.6% | -19.9% | -8.2% |
| 3M | -5.9% | +22.4% | -28.3% | -9.2% |
| 6M | -25.9% | +37.2% | -63.1% | -30.0% |
| YTD | -40.2% | +31.8% | -72.0% | -43.2% |
| 1Y | -38.0% | +12.9% | -50.9% | -39.7% |
| 3Y | -30.5% | -1.1% | -29.4% | -32.2% |
| 5Y | -38.1% | -73.5% | +35.4% | -20.6% |
| All | -38.1% | -72.5% | +34.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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