-10.2%
AMCR vs HDB
-38.6%
+28.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -5.0% | -6.2% | +1.2% | -3.2% |
| 30D | -8.0% | -6.2% | -1.8% | -6.3% |
| 3M | +14.3% | -5.9% | +20.1% | +16.0% |
| 6M | +5.3% | -25.9% | +31.2% | +13.8% |
| YTD | +7.7% | -40.2% | +48.0% | +22.7% |
| 1Y | +10.8% | -38.0% | +48.8% | +24.7% |
| 3Y | +9.6% | -30.5% | +40.1% | +17.7% |
| 5Y | -10.2% | -38.1% | +27.9% | -4.7% |
| All | -10.2% | -38.6% | +28.4% | -4.7% |
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 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