+211.7%
MRSH vs HDB
+42.1%
+169.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -1.9% |
| 7D | -4.8% | +0.7% | -5.4% | -5.0% |
| 30D | -6.3% | +1.0% | -7.3% | -6.6% |
| 3M | +5.8% | -2.0% | +7.8% | +5.9% |
| 6M | +2.8% | -18.1% | +20.9% | +7.0% |
| YTD | -3.1% | -36.1% | +33.0% | +7.2% |
| 1Y | -11.3% | -34.0% | +22.8% | -2.7% |
| 3Y | -5.0% | -26.7% | +21.7% | -0.3% |
| 5Y | +19.2% | -33.9% | +53.1% | +26.4% |
| All | +211.7% | +42.1% | +169.6% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling