+547.2%
MRSH vs HDB
+3,694.0%
-3,146.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.1% |
| 7D | -3.8% | -2.0% | -1.7% | -3.3% |
| 30D | -5.8% | -4.9% | -0.9% | -4.7% |
| 3M | +11.7% | -2.3% | +14.0% | +12.0% |
| 6M | -0.3% | -23.7% | +23.4% | +5.5% |
| YTD | -1.1% | -38.5% | +37.3% | +10.1% |
| 1Y | -9.5% | -36.5% | +27.0% | -0.1% |
| 3Y | -2.6% | -28.5% | +25.9% | +2.8% |
| 5Y | +22.7% | -37.4% | +60.1% | +31.9% |
| 10Y | +214.6% | +34.0% | +180.5% | +169.6% |
| All | +547.2% | +3,694.0% | -3,146.8% | +185.1% |
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