+85.0%
MA vs HDB
-22.9%
+107.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.5% | +4.1% | -4.6% | -1.7% |
| 30D | +7.9% | +13.0% | -5.1% | +3.9% |
| 3M | +16.8% | +11.3% | +5.5% | +12.7% |
| 6M | +31.0% | +6.9% | +24.0% | +27.1% |
| YTD | +15.0% | -29.6% | +44.7% | +27.6% |
| 1Y | +17.0% | -29.5% | +46.6% | +29.6% |
| 3Y | +68.5% | -8.1% | +76.6% | +66.0% |
| 5Y | +85.0% | -23.4% | +108.4% | +90.9% |
| All | +85.0% | -22.9% | +107.9% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling