+277.8%
OMC vs HDB
+3,812.1%
-3,534.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | +1.1% | -2.8% | +3.9% | +1.8% |
| 3M | +10.4% | -3.5% | +13.9% | +11.0% |
| 6M | -1.7% | -24.7% | +23.0% | +5.2% |
| YTD | +4.4% | -36.6% | +41.0% | +16.9% |
| 1Y | +8.4% | -34.4% | +42.8% | +20.2% |
| 3Y | +14.4% | -24.4% | +38.8% | +20.1% |
| 5Y | +33.9% | -35.4% | +69.2% | +44.9% |
| 10Y | +34.9% | +39.5% | -4.7% | +14.0% |
| All | +277.8% | +3,812.1% | -3,534.4% | +56.3% |
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