-4.8%
MRSH vs HDB
-31.0%
+26.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.3% |
| 7D | -5.9% | -6.2% | +0.3% | -5.4% |
| 30D | -7.3% | -6.2% | -1.1% | -6.8% |
| 3M | +6.7% | -5.9% | +12.5% | +7.0% |
| 6M | +3.0% | -25.9% | +28.9% | +5.1% |
| YTD | -2.9% | -40.2% | +37.3% | +0.6% |
| 1Y | -9.0% | -38.0% | +29.0% | -6.0% |
| All | -4.8% | -31.0% | +26.2% | -2.2% |
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