-51.1%
MOD vs HDB
+2.9%
-54.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.6% | -27.0% | -21.0% |
| 7D | -31.3% | +12.9% | -44.2% | -33.4% |
| 30D | -46.1% | +10.0% | -56.2% | -47.5% |
| 3M | -51.1% | +1.8% | -53.0% | -52.4% |
| All | -51.1% | +2.9% | -54.0% | -52.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling