+1,530.3%
MOD vs HDB
-35.4%
+1,565.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.3% |
| 30D | 0.0% | -2.8% | +2.8% | +1.2% |
| 3M | -35.4% | -3.5% | -31.8% | -35.0% |
| 6M | -7.3% | -24.7% | +17.4% | +4.6% |
| YTD | +45.8% | -36.6% | +82.4% | +77.8% |
| 1Y | +43.1% | -34.4% | +77.5% | +71.4% |
| 3Y | +297.7% | -24.4% | +322.1% | +333.6% |
| All | +1,530.3% | -35.4% | +1,565.8% | +1,713.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling