+215.4%
ADSK vs HDB
+42.1%
+173.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.9% | -6.5% | -2.4% |
| 7D | -2.5% | +0.7% | -3.2% | -2.9% |
| 30D | -14.9% | +1.0% | -15.9% | -15.5% |
| 3M | +3.3% | -2.0% | +5.3% | +3.4% |
| 6M | -15.7% | -18.1% | +2.4% | -9.5% |
| YTD | -28.2% | -36.1% | +7.9% | -14.7% |
| 1Y | -34.5% | -34.0% | -0.5% | -23.4% |
| 3Y | -2.9% | -26.7% | +23.8% | +5.5% |
| 5Y | -25.3% | -33.9% | +8.6% | -16.5% |
| All | +215.4% | +42.1% | +173.3% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling