-35.5%
MOD vs HDB
-27.5%
-8.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -17.8% | +12.7% | -30.6% | -21.3% |
| 30D | -43.2% | +16.6% | -59.8% | -46.7% |
| 3M | -46.0% | +10.8% | -56.8% | -47.9% |
| 6M | -62.2% | +3.8% | -66.1% | -63.0% |
| YTD | -22.8% | -28.9% | +6.1% | -9.1% |
| 1Y | -35.5% | -28.0% | -7.5% | -25.0% |
| All | -35.5% | -27.5% | -8.0% | -25.0% |
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 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