+30.7%
PM vs HDB
-28.5%
+59.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -7.1% | +6.9% | -14.0% | -7.5% |
| 30D | -2.8% | +15.2% | -18.0% | -3.9% |
| 3M | +6.3% | +11.7% | -5.4% | +5.5% |
| 6M | +9.6% | +7.5% | +2.1% | +9.0% |
| YTD | +25.6% | -28.8% | +54.4% | +34.4% |
| All | +30.7% | -28.5% | +59.2% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling