+607.1%
MS vs HDB
+57.5%
+549.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | -1.6% | +13.3% | -14.9% | -6.6% |
| 30D | -3.8% | +13.6% | -17.3% | -8.9% |
| 3M | -14.6% | +5.8% | -20.4% | -17.0% |
| 6M | -5.1% | -1.9% | -3.2% | -5.3% |
| YTD | +4.5% | -31.2% | +35.7% | +20.6% |
| 1Y | +13.5% | -29.6% | +43.1% | +29.5% |
| 3Y | +160.4% | -10.1% | +170.5% | +159.2% |
| 5Y | +112.9% | -24.3% | +137.2% | +124.4% |
| All | +607.1% | +57.5% | +549.6% | +435.2% |
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 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