+83.0%
ALB vs HDB
+34.0%
+49.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.8% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | -1.2% | -4.9% | +3.7% | +0.8% |
| 3M | -13.3% | -2.3% | -11.0% | -13.2% |
| 6M | -19.8% | -23.7% | +4.0% | -11.6% |
| YTD | -7.9% | -38.5% | +30.5% | +10.9% |
| 1Y | +60.2% | -36.5% | +96.6% | +89.7% |
| 3Y | -26.4% | -28.5% | +2.0% | -19.3% |
| 5Y | -42.5% | -37.4% | -5.2% | -34.3% |
| 10Y | +83.0% | +34.0% | +49.0% | +52.2% |
| All | +83.0% | +34.0% | +49.0% | +52.2% |
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