-39.8%
AA vs HDB
+4,256.0%
-4,295.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +4.6% |
| 7D | +4.8% | +13.7% | -8.9% | -1.1% |
| 30D | -0.6% | +15.8% | -16.5% | -7.2% |
| 3M | -16.3% | +9.2% | -25.5% | -20.1% |
| 6M | -33.4% | +3.2% | -36.6% | -35.4% |
| YTD | -20.7% | -29.4% | +8.7% | -9.7% |
| 1Y | +12.9% | -27.9% | +40.9% | +27.3% |
| 3Y | +75.7% | -5.9% | +81.6% | +70.9% |
| 5Y | -6.8% | -23.5% | +16.7% | -2.3% |
| 10Y | +53.6% | +61.3% | -7.7% | +9.2% |
| All | -39.8% | +4,256.0% | -4,295.7% | -86.2% |
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