+539.2%
MAR vs HDB
+64.3%
+474.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.0% | +6.9% | -5.9% | -1.5% |
| 30D | +16.2% | +15.2% | +1.0% | +10.2% |
| 3M | +23.1% | +11.7% | +11.3% | +17.6% |
| 6M | +22.0% | +7.5% | +14.4% | +17.4% |
| YTD | +39.2% | -28.8% | +68.0% | +56.1% |
| 1Y | +48.3% | -29.1% | +77.4% | +66.4% |
| 3Y | +123.4% | -7.0% | +130.4% | +118.6% |
| 5Y | +185.4% | -22.1% | +207.4% | +194.7% |
| 10Y | +539.2% | +64.9% | +474.3% | +419.2% |
| All | +539.2% | +64.3% | +474.8% | +419.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling