-7.5%
MSCI vs HDB
-35.4%
+28.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +0.6% | -2.8% | +3.4% | +1.5% |
| 3M | -7.1% | -3.5% | -3.5% | -6.5% |
| 6M | +0.8% | -24.7% | +25.5% | +11.2% |
| YTD | +1.0% | -36.6% | +37.6% | +19.0% |
| 1Y | +4.3% | -34.4% | +38.7% | +21.0% |
| 3Y | +9.9% | -24.4% | +34.3% | +16.3% |
| All | -7.5% | -35.4% | +28.0% | +4.2% |
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