+713.8%
MOD vs HDB
-26.0%
+739.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -7.9% |
| 7D | -34.2% | +13.3% | -47.5% | -38.3% |
| 30D | -51.9% | +10.2% | -62.0% | -54.4% |
| 3M | -53.0% | +3.6% | -56.6% | -54.1% |
| 6M | -66.4% | -0.5% | -65.8% | -66.8% |
| YTD | -31.5% | -32.4% | +0.9% | -19.5% |
| 1Y | -39.6% | -31.1% | -8.5% | -29.6% |
| 3Y | +116.8% | -12.6% | +129.4% | +118.5% |
| 5Y | +713.8% | -25.7% | +739.5% | +735.7% |
| All | +713.8% | -26.0% | +739.8% | +735.7% |
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