-43.9%
ALB vs HDB
-35.4%
-8.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -8.1% | +0.4% | -8.5% | -8.2% |
| 30D | +6.3% | -2.8% | +9.1% | +7.3% |
| 3M | -23.6% | -3.5% | -20.0% | -23.1% |
| 6M | -24.6% | -24.7% | +0.1% | -17.3% |
| YTD | -10.3% | -36.6% | +26.3% | +5.1% |
| 1Y | +61.5% | -34.4% | +95.8% | +85.9% |
| 3Y | -34.0% | -24.4% | -9.6% | -30.2% |
| All | -43.9% | -35.4% | -8.4% | -37.4% |
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