+19.4%
MA vs HDB
-27.9%
+47.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | -0.3% | +13.7% | -14.0% | -3.2% |
| 30D | +11.3% | +15.8% | -4.5% | +7.7% |
| 3M | +16.7% | +9.2% | +7.4% | +14.1% |
| 6M | +32.8% | +3.2% | +29.6% | +30.6% |
| YTD | +15.6% | -29.4% | +45.0% | +23.4% |
| All | +19.4% | -27.9% | +47.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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