+271.1%
MOD vs HDB
+4,068.7%
-3,797.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -8.0% |
| 7D | -34.2% | +13.3% | -47.5% | -38.7% |
| 30D | -51.9% | +10.2% | -62.0% | -54.7% |
| 3M | -53.0% | +3.6% | -56.6% | -54.4% |
| 6M | -66.4% | -0.5% | -65.8% | -66.9% |
| YTD | -31.5% | -32.4% | +0.9% | -19.0% |
| 1Y | -39.6% | -31.1% | -8.5% | -29.2% |
| 3Y | +116.8% | -12.6% | +129.4% | +120.4% |
| 5Y | +713.8% | -25.7% | +739.5% | +781.0% |
| 10Y | +882.7% | +56.5% | +826.2% | +594.6% |
| All | +271.1% | +4,068.7% | -3,797.6% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling