+117.4%
PM vs HDB
-35.4%
+152.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -4.9% | +0.4% | -5.3% | -4.9% |
| 30D | -3.4% | -2.8% | -0.6% | -3.0% |
| 3M | +5.2% | -3.5% | +8.7% | +5.5% |
| 6M | +3.7% | -24.7% | +28.4% | +8.4% |
| YTD | +15.8% | -36.6% | +52.3% | +24.4% |
| 1Y | +17.4% | -34.4% | +51.7% | +25.4% |
| 3Y | +116.9% | -24.4% | +141.3% | +123.9% |
| All | +117.4% | -35.4% | +152.8% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling