+1,446.2%
ATI vs HDB
+3,812.1%
-2,365.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +2.7% | -2.8% | +5.5% | +4.1% |
| 3M | +16.3% | -3.5% | +19.9% | +17.3% |
| 6M | +30.2% | -24.7% | +54.9% | +49.4% |
| YTD | +83.6% | -36.6% | +120.1% | +129.7% |
| 1Y | +173.0% | -34.4% | +207.4% | +234.4% |
| 3Y | +356.6% | -24.4% | +381.0% | +398.3% |
| 5Y | +1,074.2% | -35.4% | +1,109.5% | +1,249.1% |
| 10Y | +1,136.2% | +39.5% | +1,096.7% | +813.8% |
| All | +1,446.2% | +3,812.1% | -2,365.9% | +227.9% |
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