+12.0%
MSCI vs HDB
-30.1%
+42.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.5% |
| 7D | +2.8% | +13.3% | -10.5% | +0.9% |
| 30D | +15.4% | +13.6% | +1.9% | +13.1% |
| 3M | +13.4% | +5.8% | +7.6% | +12.0% |
| 6M | +10.9% | -1.9% | +12.8% | +10.3% |
| YTD | +13.0% | -31.2% | +44.2% | +11.8% |
| 1Y | +12.0% | -29.6% | +41.6% | +10.3% |
| All | +12.0% | -30.1% | +42.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling