+13.7%
MSCI vs HDB
-27.9%
+41.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.4% |
| 7D | +1.5% | +13.7% | -12.3% | -0.6% |
| 30D | +14.4% | +15.8% | -1.5% | +11.7% |
| 3M | +15.2% | +9.2% | +6.0% | +13.2% |
| 6M | +11.2% | +3.2% | +8.1% | +9.9% |
| YTD | +13.9% | -29.4% | +43.3% | +12.5% |
| All | +13.7% | -27.9% | +41.6% | +11.6% |
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