+54.7%
MSFT vs HDB
-7.2%
+61.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +2.4% |
| 7D | +7.5% | +13.7% | -6.2% | +5.9% |
| 30D | +1.9% | +15.8% | -14.0% | +0.2% |
| 3M | +9.2% | +9.2% | 0.0% | +8.0% |
| 6M | +31.9% | +3.2% | +28.7% | +30.8% |
| YTD | +13.4% | -29.4% | +42.8% | +16.5% |
| 1Y | +10.6% | -27.9% | +38.6% | +13.4% |
| 3Y | +54.7% | -5.9% | +60.6% | +58.6% |
| All | +54.7% | -7.2% | +61.9% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling