+45.8%
AMZN vs HDB
-37.8%
+83.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.4% |
| 7D | +0.8% | -2.0% | +2.9% | +1.5% |
| 30D | -6.4% | -4.9% | -1.5% | -4.9% |
| 3M | +4.8% | -2.3% | +7.1% | +4.9% |
| 6M | +20.5% | -23.7% | +44.2% | +30.7% |
| YTD | +11.3% | -38.5% | +49.8% | +29.6% |
| 1Y | +9.0% | -36.5% | +45.4% | +25.0% |
| 3Y | +85.9% | -28.5% | +114.4% | +99.2% |
| 5Y | +45.8% | -37.4% | +83.1% | +59.2% |
| All | +45.8% | -37.8% | +83.5% | +59.2% |
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