+685.3%
AU vs HDB
-38.6%
+723.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.0% |
| 7D | -7.0% | -6.2% | -0.8% | -5.6% |
| 30D | +7.3% | -6.2% | +13.5% | +8.8% |
| 3M | +33.2% | -5.9% | +39.1% | +34.8% |
| 6M | -0.6% | -25.9% | +25.3% | +5.2% |
| YTD | +26.2% | -40.2% | +66.4% | +37.6% |
| 1Y | +68.3% | -38.0% | +106.3% | +82.3% |
| 3Y | +592.1% | -30.5% | +622.6% | +628.2% |
| 5Y | +685.3% | -38.1% | +723.4% | +733.7% |
| All | +685.3% | -38.6% | +723.9% | +733.7% |
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