+1,241.2%
ATI vs HDB
+4,284.7%
-3,043.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.5% |
| 7D | +1.3% | +12.7% | -11.4% | -5.0% |
| 30D | -4.8% | +16.6% | -21.4% | -12.4% |
| 3M | -19.9% | +10.8% | -30.7% | -24.6% |
| 6M | +15.4% | +3.8% | +11.5% | +11.1% |
| YTD | +59.2% | -28.9% | +88.1% | +86.7% |
| 1Y | +86.3% | -28.0% | +114.2% | +116.7% |
| 3Y | +318.2% | -7.2% | +325.4% | +307.3% |
| 5Y | +958.6% | -22.2% | +980.9% | +997.4% |
| 10Y | +996.8% | +63.6% | +933.2% | +639.3% |
| All | +1,241.2% | +4,284.7% | -3,043.5% | +166.4% |
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