+2,309.4%
ADSK vs HDB
+3,694.0%
-1,384.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.5% |
| 7D | -14.3% | -2.0% | -12.3% | -13.7% |
| 30D | -14.8% | -4.9% | -9.9% | -13.4% |
| 3M | -5.7% | -2.3% | -3.4% | -5.5% |
| 6M | -18.7% | -23.7% | +5.0% | -11.1% |
| YTD | -28.3% | -38.5% | +10.2% | -15.4% |
| 1Y | -35.1% | -36.5% | +1.4% | -24.4% |
| 3Y | -3.2% | -28.5% | +25.3% | +5.5% |
| 5Y | -26.7% | -37.4% | +10.7% | -16.6% |
| 10Y | +208.4% | +34.0% | +174.4% | +155.4% |
| All | +2,309.4% | +3,694.0% | -1,384.6% | +755.4% |
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