+1,692.0%
ALB vs HDB
+3,812.1%
-2,120.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | -23.6% | -3.5% | -20.0% | -22.9% |
| 6M | -24.6% | -24.7% | +0.1% | -17.3% |
| YTD | -10.3% | -36.6% | +26.3% | +4.6% |
| 1Y | +61.5% | -34.4% | +95.8% | +85.4% |
| 3Y | -34.0% | -24.4% | -9.6% | -29.4% |
| 5Y | -44.6% | -35.4% | -9.2% | -37.9% |
| 10Y | +76.1% | +39.5% | +36.6% | +42.2% |
| All | +1,692.0% | +3,812.1% | -2,120.1% | +477.1% |
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