+556.1%
MAS vs HDB
+4,006.2%
-3,450.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | +0.1% | +3.6% |
| 7D | +14.2% | +12.9% | +1.3% | +9.3% |
| 30D | +26.8% | +10.0% | +16.8% | +22.5% |
| 3M | +13.1% | +1.8% | +11.3% | +12.2% |
| 6M | +27.9% | -2.1% | +30.0% | +28.0% |
| YTD | +38.7% | -33.4% | +72.1% | +58.9% |
| 1Y | +40.4% | -32.9% | +73.2% | +60.2% |
| 3Y | +66.1% | -13.9% | +80.0% | +69.4% |
| 5Y | +47.4% | -26.9% | +74.3% | +56.8% |
| 10Y | +238.3% | +54.1% | +184.2% | +153.2% |
| All | +556.1% | +4,006.2% | -3,450.1% | +101.4% |
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