+119.9%
MS vs HDB
-23.0%
+142.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +2.2% |
| 7D | +0.7% | +13.7% | -13.0% | -3.5% |
| 30D | -0.9% | +15.8% | -16.8% | -5.8% |
| 3M | -13.0% | +9.2% | -22.2% | -15.8% |
| 6M | -2.0% | +3.2% | -5.1% | -3.7% |
| YTD | +7.8% | -29.4% | +37.1% | +20.2% |
| 1Y | +17.9% | -27.9% | +45.8% | +30.3% |
| 3Y | +174.8% | -5.9% | +180.7% | +168.2% |
| 5Y | +119.9% | -23.5% | +143.3% | +126.4% |
| All | +119.9% | -23.0% | +142.8% | +126.4% |
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