+648.0%
MS vs HDB
+3,812.1%
-3,164.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.4% | +0.4% | +0.9% | +1.1% |
| 30D | -0.3% | -2.8% | +2.6% | +1.2% |
| 3M | +0.3% | -3.5% | +3.8% | +1.4% |
| 6M | +31.3% | -24.7% | +56.1% | +51.5% |
| YTD | +24.7% | -36.6% | +61.2% | +57.8% |
| 1Y | +47.9% | -34.4% | +82.3% | +83.0% |
| 3Y | +178.3% | -24.4% | +202.7% | +206.2% |
| 5Y | +144.9% | -35.4% | +180.2% | +185.4% |
| 10Y | +804.5% | +39.5% | +765.0% | +504.5% |
| All | +648.0% | +3,812.1% | -3,164.1% | +28.5% |
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 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