+1,256.8%
ATI vs HDB
+4,256.0%
-2,999.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +3.7% |
| 7D | +6.0% | +13.7% | -7.7% | -1.1% |
| 30D | -3.6% | +15.8% | -19.5% | -11.1% |
| 3M | -18.9% | +9.2% | -28.1% | -23.1% |
| 6M | +16.7% | +3.2% | +13.5% | +12.8% |
| YTD | +61.1% | -29.4% | +90.4% | +89.5% |
| 1Y | +89.3% | -27.9% | +117.2% | +120.2% |
| 3Y | +333.3% | -5.9% | +339.2% | +318.9% |
| 5Y | +954.5% | -23.5% | +978.0% | +1,002.8% |
| 10Y | +1,067.0% | +61.3% | +1,005.7% | +692.3% |
| All | +1,256.8% | +4,256.0% | -2,999.2% | +170.5% |
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 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