-18.3%
ABT vs HDB
-37.9%
+19.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -5.0% | -6.2% | +1.2% | -3.7% |
| 30D | -5.8% | -6.2% | +0.4% | -4.5% |
| 3M | +16.7% | -5.9% | +22.6% | +17.3% |
| 6M | -5.2% | -25.9% | +20.7% | -1.2% |
| YTD | -16.0% | -40.2% | +24.3% | -11.8% |
| 1Y | -18.3% | -38.0% | +19.7% | -13.6% |
| All | -18.3% | -37.9% | +19.7% | -13.6% |
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