-2.4%
AGG vs HDB
-38.6%
+36.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -0.9% | -6.2% | +5.3% | -0.7% |
| 30D | -1.0% | -6.2% | +5.3% | -0.8% |
| 3M | -1.3% | -5.9% | +4.6% | -1.1% |
| 6M | -2.1% | -25.9% | +23.8% | -1.2% |
| YTD | -1.2% | -40.2% | +39.0% | +0.2% |
| 1Y | -0.5% | -38.0% | +37.5% | +0.9% |
| 3Y | +12.4% | -30.5% | +42.9% | +13.2% |
| 5Y | -2.4% | -38.1% | +35.7% | -2.5% |
| All | -2.4% | -38.6% | +36.2% | -2.5% |
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