+310.6%
OMC vs HDB
+4,291.4%
-3,980.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +1.6% | +6.9% | -5.4% | -0.2% |
| 30D | +15.3% | +15.2% | +0.1% | +11.1% |
| 3M | +4.5% | +11.7% | -7.2% | +1.2% |
| 6M | +20.8% | +7.5% | +13.2% | +17.6% |
| YTD | +13.5% | -28.8% | +42.3% | +23.0% |
| 1Y | +25.2% | -29.1% | +54.3% | +35.8% |
| 3Y | +30.5% | -7.0% | +37.5% | +29.4% |
| 5Y | +52.7% | -22.1% | +74.7% | +57.0% |
| 10Y | +55.2% | +64.9% | -9.7% | +25.4% |
| All | +310.6% | +4,291.4% | -3,980.9% | +64.5% |
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