-42.4%
AA vs HDB
+4,284.7%
-4,327.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.7% |
| 7D | +1.2% | +12.7% | -11.5% | -4.1% |
| 30D | -5.0% | +16.6% | -21.6% | -11.5% |
| 3M | -22.2% | +10.8% | -33.0% | -26.2% |
| 6M | -36.3% | +3.8% | -40.2% | -38.4% |
| YTD | -24.2% | -28.9% | +4.7% | -13.9% |
| 1Y | +3.9% | -28.0% | +31.8% | +17.1% |
| 3Y | +67.6% | -7.2% | +74.7% | +64.1% |
| 5Y | -8.8% | -22.2% | +13.4% | -5.1% |
| 10Y | +45.0% | +63.6% | -18.6% | +2.4% |
| All | -42.4% | +4,284.7% | -4,327.1% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling