-28.2%
AA vs HDB
+3,812.1%
-3,840.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +5.0% | -2.8% | +7.8% | +6.2% |
| 3M | -35.8% | -3.5% | -32.3% | -35.3% |
| 6M | -18.4% | -24.7% | +6.3% | -8.8% |
| YTD | -5.5% | -36.6% | +31.1% | +13.6% |
| 1Y | +61.0% | -34.4% | +95.3% | +89.5% |
| 3Y | +66.2% | -24.4% | +90.6% | +79.5% |
| 5Y | +11.4% | -35.4% | +46.7% | +26.6% |
| 10Y | +116.9% | +39.5% | +77.3% | +65.5% |
| All | -28.2% | +3,812.1% | -3,840.3% | -82.7% |
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