+2,264.4%
MAR vs HDB
+4,256.0%
-1,991.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | +0.2% | +13.7% | -13.5% | -4.4% |
| 30D | +14.0% | +15.8% | -1.8% | +8.0% |
| 3M | +18.1% | +9.2% | +8.9% | +14.0% |
| 6M | +18.6% | +3.2% | +15.4% | +16.1% |
| YTD | +35.3% | -29.4% | +64.6% | +51.2% |
| 1Y | +44.5% | -27.9% | +72.4% | +60.2% |
| 3Y | +120.7% | -5.9% | +126.6% | +116.6% |
| 5Y | +164.1% | -23.5% | +187.6% | +175.8% |
| 10Y | +515.5% | +61.3% | +454.2% | +367.1% |
| All | +2,264.4% | +4,256.0% | -1,991.6% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling