+1,278.7%
ADI vs HDB
+3,812.1%
-2,533.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -3.8% | -2.8% | -1.0% | -3.1% |
| 3M | -15.3% | -3.5% | -11.7% | -14.7% |
| 6M | +6.7% | -24.7% | +31.4% | +15.4% |
| YTD | +34.8% | -36.6% | +71.3% | +53.2% |
| 1Y | +49.0% | -34.4% | +83.4% | +67.3% |
| 3Y | +108.1% | -24.4% | +132.5% | +120.0% |
| 5Y | +142.4% | -35.4% | +177.8% | +165.9% |
| 10Y | +589.9% | +39.5% | +550.4% | +479.6% |
| All | +1,278.7% | +3,812.1% | -2,533.4% | +338.8% |
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