+1,313.2%
ALB vs HDB
+4,142.9%
-2,829.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | +9.1% | +13.3% | -4.3% | +4.1% |
| 30D | -3.4% | +13.6% | -17.0% | -8.0% |
| 3M | -20.6% | +5.8% | -26.4% | -22.6% |
| 6M | -48.2% | -1.9% | -46.3% | -48.4% |
| YTD | -29.2% | -31.2% | +2.0% | -20.3% |
| 1Y | +10.0% | -29.6% | +39.6% | +22.6% |
| 3Y | -12.9% | -10.1% | -2.8% | -13.2% |
| 5Y | -61.3% | -24.3% | -36.9% | -59.2% |
| 10Y | +35.8% | +59.3% | -23.5% | +4.0% |
| All | +1,313.2% | +4,142.9% | -2,829.7% | +339.7% |
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