+868.6%
MSFT vs HDB
+34.0%
+834.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | -1.0% | -4.9% | +3.8% | +0.4% |
| 3M | +20.2% | -2.3% | +22.5% | +20.3% |
| 6M | +21.3% | -23.7% | +45.0% | +30.4% |
| YTD | +2.8% | -38.5% | +41.3% | +17.7% |
| 1Y | 0.0% | -36.5% | +36.4% | +13.2% |
| 3Y | +51.2% | -28.5% | +79.7% | +61.5% |
| 5Y | +71.4% | -37.4% | +108.8% | +87.5% |
| 10Y | +868.6% | +34.0% | +834.6% | +765.0% |
| All | +868.6% | +34.0% | +834.6% | +765.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling