+199.6%
AMGN vs HDB
+32.9%
+166.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.0% |
| 7D | -13.9% | -6.2% | -7.7% | -12.8% |
| 30D | -7.1% | -6.2% | -0.9% | -6.0% |
| 3M | +13.9% | -5.9% | +19.8% | +14.9% |
| 6M | +3.2% | -25.9% | +29.2% | +8.8% |
| YTD | +19.2% | -40.2% | +59.5% | +30.7% |
| 1Y | +41.1% | -38.0% | +79.1% | +53.5% |
| 3Y | +61.3% | -30.5% | +91.8% | +70.1% |
| 5Y | +109.1% | -38.1% | +147.2% | +122.7% |
| All | +199.6% | +32.9% | +166.6% | +166.6% |
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