+803.0%
ABT vs HDB
+4,284.7%
-3,481.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.0% | +12.7% | -11.7% | -1.1% |
| 30D | +11.6% | +16.6% | -5.0% | +8.6% |
| 3M | +2.3% | +10.8% | -8.5% | +0.4% |
| 6M | +32.7% | +3.8% | +28.9% | +31.4% |
| YTD | -9.6% | -28.9% | +19.3% | -4.8% |
| 1Y | -10.1% | -28.0% | +17.9% | -5.5% |
| 3Y | +25.2% | -7.2% | +32.4% | +24.6% |
| 5Y | -4.5% | -22.2% | +17.7% | -2.9% |
| 10Y | +228.3% | +63.6% | +164.7% | +188.2% |
| All | +803.0% | +4,284.7% | -3,481.7% | +417.5% |
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