+137.1%
MOD vs HDB
-11.1%
+148.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.1% |
| 7D | -25.5% | +13.3% | -38.9% | -29.1% |
| 30D | -49.0% | +13.6% | -62.6% | -51.6% |
| 3M | -49.8% | +5.8% | -55.6% | -51.0% |
| 6M | -64.8% | -1.9% | -62.9% | -64.8% |
| YTD | -27.6% | -31.2% | +3.6% | -18.5% |
| 1Y | -35.2% | -29.6% | -5.6% | -27.6% |
| 3Y | +137.1% | -10.1% | +147.2% | +133.6% |
| All | +137.1% | -11.1% | +148.2% | +133.6% |
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