+424.9%
MAR vs HDB
+32.9%
+391.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | -2.1% | -6.2% | +4.1% | +0.3% |
| 30D | -5.7% | -6.2% | +0.6% | -3.4% |
| 3M | -14.6% | -5.9% | -8.8% | -13.2% |
| 6M | +1.3% | -25.9% | +27.3% | +12.3% |
| YTD | +6.7% | -40.2% | +46.9% | +28.1% |
| 1Y | +26.4% | -38.0% | +64.4% | +49.4% |
| 3Y | +64.7% | -30.5% | +95.2% | +81.1% |
| 5Y | +153.1% | -38.1% | +191.2% | +185.8% |
| All | +424.9% | +32.9% | +391.9% | +348.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling