+9.0%
AFL vs HDB
-37.9%
+46.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -3.3% | -6.2% | +2.9% | -2.6% |
| 30D | -5.0% | -6.2% | +1.3% | -4.4% |
| 3M | -1.8% | -5.9% | +4.1% | -1.5% |
| 6M | +4.8% | -25.9% | +30.8% | +7.9% |
| YTD | +5.4% | -40.2% | +45.7% | +9.7% |
| 1Y | +9.0% | -38.0% | +47.0% | +13.2% |
| All | +9.0% | -37.9% | +46.9% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling