+71.4%
MSFT vs HDB
-37.8%
+109.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -0.9% |
| 30D | -1.0% | -4.9% | +3.8% | +0.3% |
| 3M | +20.2% | -2.3% | +22.5% | +20.1% |
| 6M | +21.3% | -23.7% | +45.0% | +29.7% |
| YTD | +2.8% | -38.5% | +41.3% | +16.9% |
| 1Y | 0.0% | -36.5% | +36.4% | +12.4% |
| 3Y | +51.2% | -28.5% | +79.7% | +60.6% |
| 5Y | +71.4% | -37.4% | +108.8% | +81.9% |
| All | +71.4% | -37.8% | +109.2% | +81.9% |
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