+20.9%
MDLZ vs HDB
-28.3%
+49.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +6.9% | -8.0% | -1.5% |
| 30D | +7.9% | +15.2% | -7.3% | +6.7% |
| 3M | +8.9% | +11.7% | -2.8% | +7.8% |
| 6M | +10.5% | +7.5% | +3.0% | +9.5% |
| YTD | +27.1% | -28.8% | +55.9% | +29.8% |
| 1Y | +20.9% | -29.1% | +50.0% | +23.7% |
| All | +20.9% | -28.3% | +49.2% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling