+20.2%
MRSH vs HDB
-34.5%
+54.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -1.5% |
| 7D | -4.8% | +0.7% | -5.4% | -4.9% |
| 30D | -6.3% | +1.0% | -7.3% | -6.5% |
| 3M | +5.8% | -2.0% | +7.8% | +5.8% |
| 6M | +2.8% | -18.1% | +20.9% | +6.0% |
| YTD | -3.1% | -36.1% | +33.0% | +4.9% |
| 1Y | -11.3% | -34.0% | +22.8% | -4.6% |
| 3Y | -5.0% | -26.7% | +21.7% | -1.1% |
| All | +20.2% | -34.5% | +54.7% | +26.0% |
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