+2,417.1%
MSCI vs HDB
+321.9%
+2,095.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -7.1% | -3.5% | -3.5% | -6.4% |
| 6M | +0.8% | -24.7% | +25.5% | +11.4% |
| YTD | +1.0% | -36.6% | +37.6% | +19.2% |
| 1Y | +4.3% | -34.4% | +38.7% | +21.3% |
| 3Y | +9.9% | -24.4% | +34.3% | +17.5% |
| 5Y | -6.8% | -35.4% | +28.6% | +5.3% |
| 10Y | +614.7% | +39.5% | +575.1% | +453.0% |
| All | +2,417.1% | +321.9% | +2,095.2% | +836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling