+120.7%
MAR vs HDB
-7.2%
+128.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | +0.2% | +13.7% | -13.5% | -2.2% |
| 30D | +14.0% | +15.8% | -1.8% | +10.9% |
| 3M | +18.1% | +9.2% | +8.9% | +15.9% |
| 6M | +18.6% | +3.2% | +15.4% | +17.2% |
| YTD | +35.3% | -29.4% | +64.6% | +41.2% |
| 1Y | +44.5% | -27.9% | +72.4% | +50.3% |
| 3Y | +120.7% | -5.9% | +126.6% | +117.1% |
| All | +120.7% | -7.2% | +128.0% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling