+31.8%
OMC vs HDB
+32.9%
-1.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -6.2% | -6.2% | 0.0% | -4.5% |
| 30D | -7.6% | -6.2% | -1.3% | -5.9% |
| 3M | +7.4% | -5.9% | +13.3% | +8.8% |
| 6M | +0.1% | -25.9% | +26.1% | +8.6% |
| YTD | +0.4% | -40.2% | +40.7% | +16.1% |
| 1Y | +7.8% | -38.0% | +45.8% | +23.0% |
| 3Y | +11.8% | -30.5% | +42.3% | +21.0% |
| 5Y | +32.5% | -38.1% | +70.6% | +46.0% |
| All | +31.8% | +32.9% | -1.1% | +18.6% |
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 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