+43.1%
MOD vs HDB
-34.6%
+77.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.4% |
| 30D | 0.0% | -2.8% | +2.8% | +1.2% |
| 3M | -35.4% | -3.5% | -31.8% | -35.7% |
| 6M | -7.3% | -24.7% | +17.4% | +4.7% |
| YTD | +45.8% | -36.6% | +82.4% | +71.8% |
| 1Y | +43.1% | -34.4% | +77.5% | +64.4% |
| All | +43.1% | -34.6% | +77.8% | +64.4% |
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 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