+38.6%
ALB vs HDB
+63.5%
-24.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -5.8% | +2.7% | -8.5% | -6.8% |
| 30D | -4.5% | +14.1% | -18.7% | -9.6% |
| 3M | -28.1% | +11.8% | -39.9% | -31.6% |
| 6M | -53.2% | +8.2% | -61.3% | -55.2% |
| YTD | -33.3% | -29.3% | -4.0% | -24.4% |
| 1Y | -17.4% | -28.8% | +11.4% | -6.9% |
| 3Y | -14.1% | -7.5% | -6.7% | -16.1% |
| 5Y | -64.0% | -23.1% | -41.0% | -62.4% |
| All | +38.6% | +63.5% | -24.9% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling