+808.5%
MS vs HDB
+38.3%
+770.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.4% | +0.4% | +0.9% | +1.2% |
| 30D | -0.3% | -2.8% | +2.6% | +0.9% |
| 3M | +0.3% | -3.5% | +3.8% | +1.2% |
| 6M | +31.3% | -24.7% | +56.1% | +46.6% |
| YTD | +24.7% | -36.6% | +61.2% | +49.4% |
| 1Y | +47.9% | -34.4% | +82.3% | +74.2% |
| 3Y | +178.3% | -24.4% | +202.7% | +200.2% |
| 5Y | +144.9% | -35.4% | +180.2% | +177.9% |
| All | +808.5% | +38.3% | +770.2% | +628.5% |
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