+198.6%
PM vs HDB
+34.0%
+164.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.8% |
| 7D | -1.3% | -2.0% | +0.8% | -0.9% |
| 30D | -2.6% | -4.9% | +2.3% | -1.5% |
| 3M | +5.8% | -2.3% | +8.1% | +6.0% |
| 6M | +10.6% | -23.7% | +34.3% | +16.5% |
| YTD | +17.2% | -38.5% | +55.6% | +29.2% |
| 1Y | +17.6% | -36.5% | +54.1% | +28.7% |
| 3Y | +124.3% | -28.5% | +152.7% | +136.0% |
| 5Y | +125.1% | -37.4% | +162.4% | +140.5% |
| 10Y | +198.6% | +34.0% | +164.6% | +163.5% |
| All | +198.6% | +34.0% | +164.6% | +163.5% |
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 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