+2,427.2%
MSFT vs HDB
+4,142.9%
-1,715.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | +1.7% | +13.3% | -11.7% | -1.7% |
| 30D | +0.2% | +13.6% | -13.4% | -3.3% |
| 3M | +6.4% | +5.8% | +0.6% | +4.5% |
| 6M | +28.7% | -1.9% | +30.6% | +28.4% |
| YTD | +10.4% | -31.2% | +41.6% | +20.7% |
| 1Y | +7.6% | -29.6% | +37.2% | +16.8% |
| 3Y | +52.3% | -10.1% | +62.4% | +51.8% |
| 5Y | +64.5% | -24.3% | +88.9% | +70.4% |
| 10Y | +917.8% | +59.3% | +858.5% | +728.3% |
| All | +2,427.2% | +4,142.9% | -1,715.8% | +875.5% |
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