-9.9%
ABT vs HDB
-37.8%
+27.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.0% |
| 7D | -3.1% | -2.0% | -1.1% | -2.7% |
| 30D | -2.1% | -4.9% | +2.7% | -1.1% |
| 3M | +17.4% | -2.3% | +19.7% | +17.6% |
| 6M | -2.4% | -23.7% | +21.3% | +2.8% |
| YTD | -14.2% | -38.5% | +24.3% | -5.8% |
| 1Y | -18.3% | -36.5% | +18.1% | -11.0% |
| 3Y | +11.5% | -28.5% | +40.0% | +16.9% |
| 5Y | -9.9% | -37.4% | +27.5% | -6.7% |
| All | -9.9% | -37.8% | +27.9% | -6.7% |
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 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