+95.8%
AGG vs HDB
+2,810.4%
-2,714.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.5% | +2.7% | -4.3% | -1.5% |
| 30D | +0.6% | +14.1% | -13.5% | +0.7% |
| 3M | -1.6% | +11.8% | -13.4% | -1.6% |
| 6M | -1.6% | +8.2% | -9.8% | -1.6% |
| YTD | -1.5% | -29.3% | +27.8% | -1.6% |
| 1Y | -1.1% | -28.8% | +27.7% | -1.2% |
| 3Y | +13.6% | -7.5% | +21.1% | +13.6% |
| 5Y | -1.7% | -23.1% | +21.4% | -1.7% |
| 10Y | +16.1% | +63.7% | -47.6% | +17.0% |
| All | +95.8% | +2,810.4% | -2,714.6% | +97.3% |
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