+2,715.8%
MSCI vs HDB
+357.6%
+2,358.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.0% |
| 7D | +2.8% | +13.3% | -10.5% | -2.2% |
| 30D | +15.4% | +13.6% | +1.9% | +9.6% |
| 3M | +13.4% | +5.8% | +7.6% | +10.5% |
| 6M | +10.9% | -1.9% | +12.8% | +10.6% |
| YTD | +13.0% | -31.2% | +44.2% | +28.8% |
| 1Y | +12.0% | -29.6% | +41.6% | +26.4% |
| 3Y | +34.1% | -10.1% | +44.2% | +33.5% |
| 5Y | +3.9% | -24.3% | +28.2% | +9.9% |
| 10Y | +802.0% | +59.3% | +742.7% | +560.8% |
| All | +2,715.8% | +357.6% | +2,358.2% | +911.2% |
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 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