+5.3%
MSCI vs HDB
-23.2%
+28.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +2.7% | +2.7% | -0.1% | +1.7% |
| 30D | +17.4% | +14.1% | +3.3% | +11.9% |
| 3M | +14.8% | +11.8% | +3.0% | +10.0% |
| 6M | +16.1% | +8.2% | +7.9% | +11.7% |
| YTD | +16.0% | -29.3% | +45.3% | +31.1% |
| 1Y | +16.4% | -28.8% | +45.2% | +31.0% |
| 3Y | +35.3% | -7.5% | +42.8% | +30.4% |
| All | +5.3% | -23.2% | +28.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling