+834.9%
MSCI vs HDB
+62.8%
+772.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -0.7% | +4.1% | -4.8% | -2.2% |
| 30D | +16.2% | +13.0% | +3.2% | +10.8% |
| 3M | +16.1% | +11.3% | +4.9% | +11.2% |
| 6M | +12.9% | +6.9% | +6.0% | +9.0% |
| YTD | +14.8% | -29.6% | +44.5% | +29.6% |
| 1Y | +13.8% | -29.5% | +43.3% | +28.2% |
| 3Y | +31.2% | -8.1% | +39.4% | +29.0% |
| 5Y | +5.6% | -23.4% | +29.0% | +10.3% |
| All | +834.9% | +62.8% | +772.2% | +644.9% |
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 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