+530.6%
MS vs HDB
+4,068.7%
-3,538.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.5% | -6.8% |
| 7D | -3.4% | +13.3% | -16.7% | -10.0% |
| 30D | -3.9% | +10.2% | -14.1% | -9.3% |
| 3M | -15.9% | +3.6% | -19.5% | -18.2% |
| 6M | -2.5% | -0.5% | -2.0% | -3.9% |
| YTD | +5.1% | -32.4% | +37.5% | +27.5% |
| 1Y | +13.0% | -31.1% | +44.0% | +35.3% |
| 3Y | +160.7% | -12.6% | +173.3% | +162.7% |
| 5Y | +114.0% | -25.7% | +139.7% | +129.0% |
| 10Y | +637.5% | +56.5% | +581.0% | +358.5% |
| All | +530.6% | +4,068.7% | -3,538.0% | +3.9% |
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