+32.8%
PM vs HDB
-29.0%
+61.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +0.5% | +2.7% | -2.2% | +0.4% |
| 30D | -3.2% | +14.1% | -17.4% | -4.2% |
| 3M | +6.2% | +11.8% | -5.6% | +5.3% |
| 6M | +7.7% | +8.2% | -0.5% | +6.9% |
| YTD | +27.3% | -29.3% | +56.6% | +36.2% |
| 1Y | +32.8% | -28.8% | +61.6% | +42.0% |
| All | +32.8% | -29.0% | +61.8% | +42.0% |
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