+124.3%
MOD vs HDB
-12.6%
+137.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -7.8% |
| 7D | -34.2% | +13.3% | -47.5% | -37.4% |
| 30D | -51.9% | +10.2% | -62.0% | -53.8% |
| 3M | -53.0% | +3.6% | -56.6% | -53.8% |
| 6M | -66.4% | -0.5% | -65.8% | -66.7% |
| YTD | -31.5% | -32.4% | +0.9% | -22.5% |
| 1Y | -39.6% | -31.1% | -8.5% | -32.1% |
| All | +124.3% | -12.6% | +137.0% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling