+7.7%
AG vs HDB
-22.2%
+29.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.0% | +6.9% | -11.0% | -6.4% |
| 30D | -13.1% | +15.2% | -28.3% | -17.6% |
| 3M | -22.0% | +11.7% | -33.8% | -25.4% |
| 6M | -37.3% | +7.5% | -44.8% | -39.4% |
| YTD | -11.2% | -28.8% | +17.6% | -0.4% |
| 1Y | +23.9% | -29.1% | +53.0% | +39.0% |
| 3Y | +225.1% | -7.0% | +232.2% | +226.6% |
| 5Y | +7.7% | -22.1% | +29.8% | +11.5% |
| All | +7.7% | -22.2% | +29.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling