+29.7%
OMC vs HDB
-38.7%
+68.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.0% |
| 7D | -4.2% | -4.9% | +0.6% | -2.9% |
| 30D | -7.5% | -5.8% | -1.7% | -6.0% |
| 3M | +4.6% | -5.2% | +9.8% | +5.6% |
| 6M | -4.8% | -25.7% | +20.9% | +2.8% |
| YTD | -1.0% | -39.6% | +38.6% | +13.6% |
| 1Y | +3.8% | -36.9% | +40.8% | +17.4% |
| 3Y | +10.2% | -29.7% | +39.9% | +18.6% |
| 5Y | +29.7% | -37.8% | +67.5% | +42.7% |
| All | +29.7% | -38.7% | +68.4% | +42.7% |
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