+15.4%
AUR vs HDB
-33.5%
+49.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.3% | -0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -6.4% | +1.0% | -7.4% | -6.7% |
| 3M | +7.7% | -2.0% | +9.7% | +7.2% |
| 6M | +44.5% | -18.1% | +62.6% | +48.5% |
| YTD | +67.4% | -36.1% | +103.6% | +66.3% |
| 1Y | +15.4% | -34.0% | +49.5% | +13.7% |
| All | +15.4% | -33.5% | +49.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling