-6.8%
AA vs HDB
-23.0%
+16.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +5.0% |
| 7D | +4.8% | +13.7% | -8.9% | +0.8% |
| 30D | -0.6% | +15.8% | -16.5% | -5.1% |
| 3M | -16.3% | +9.2% | -25.5% | -18.7% |
| 6M | -33.4% | +3.2% | -36.6% | -34.6% |
| YTD | -20.7% | -29.4% | +8.7% | -11.4% |
| 1Y | +12.9% | -27.9% | +40.9% | +25.0% |
| 3Y | +75.7% | -5.9% | +81.6% | +69.5% |
| 5Y | -6.8% | -23.5% | +16.7% | -2.0% |
| All | -6.8% | -23.0% | +16.2% | -2.0% |
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 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