+1,153.8%
AFL vs HDB
+3,812.1%
-2,658.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -6.2% | -2.8% | -3.4% | -5.2% |
| 3M | +2.2% | -3.5% | +5.7% | +2.9% |
| 6M | +5.3% | -24.7% | +30.0% | +15.9% |
| YTD | +8.0% | -36.6% | +44.5% | +26.7% |
| 1Y | +10.2% | -34.4% | +44.6% | +27.4% |
| 3Y | +67.1% | -24.4% | +91.5% | +77.9% |
| 5Y | +135.6% | -35.4% | +170.9% | +160.0% |
| 10Y | +299.4% | +39.5% | +259.8% | +204.6% |
| All | +1,153.8% | +3,812.1% | -2,658.3% | +285.0% |
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