+24.5%
TMO vs HDB
-33.5%
+58.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.9% | -5.8% | -0.2% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +1.1% | +1.0% | +0.1% | +0.9% |
| 3M | +28.3% | -2.0% | +30.3% | +28.2% |
| 6M | +23.3% | -18.1% | +41.4% | +25.7% |
| YTD | +5.5% | -36.1% | +41.6% | +5.2% |
| 1Y | +24.5% | -34.0% | +58.6% | +25.0% |
| All | +24.5% | -33.5% | +58.1% | +25.0% |
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