+2,496.6%
MSFT vs HDB
+4,256.0%
-1,759.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | +0.1% | +2.0% |
| 7D | +7.5% | +13.7% | -6.2% | +3.9% |
| 30D | +1.9% | +15.8% | -14.0% | -2.1% |
| 3M | +9.2% | +9.2% | 0.0% | +6.4% |
| 6M | +31.9% | +3.2% | +28.7% | +29.8% |
| YTD | +13.4% | -29.4% | +42.8% | +23.1% |
| 1Y | +10.6% | -27.9% | +38.6% | +19.4% |
| 3Y | +54.7% | -5.9% | +60.6% | +52.3% |
| 5Y | +69.1% | -23.5% | +92.6% | +74.6% |
| 10Y | +920.4% | +61.3% | +859.1% | +727.5% |
| All | +2,496.6% | +4,256.0% | -1,759.4% | +895.4% |
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