+366.0%
ATI vs HDB
-27.8%
+393.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.9% |
| 7D | +3.2% | -2.0% | +5.2% | +3.7% |
| 30D | -9.0% | -4.9% | -4.1% | -8.0% |
| 3M | +15.1% | -2.3% | +17.4% | +15.0% |
| 6M | +38.1% | -23.7% | +61.8% | +45.6% |
| YTD | +80.7% | -38.5% | +119.1% | +97.8% |
| 1Y | +167.5% | -36.5% | +204.0% | +190.7% |
| 3Y | +366.0% | -28.5% | +394.4% | +388.5% |
| All | +366.0% | -27.8% | +393.7% | +388.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling