-34.9%
AUR vs HDB
-32.6%
-2.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +4.5% |
| 7D | +19.2% | -2.0% | +21.3% | +20.7% |
| 30D | -7.8% | -4.9% | -2.9% | -5.0% |
| 3M | +4.0% | -2.3% | +6.3% | +3.9% |
| 6M | +45.0% | -23.7% | +68.7% | +69.5% |
| YTD | +69.5% | -38.5% | +108.0% | +125.9% |
| 1Y | +13.0% | -36.5% | +49.5% | +46.5% |
| 3Y | +90.4% | -28.5% | +118.8% | +122.9% |
| 5Y | -34.2% | -37.4% | +3.2% | -24.7% |
| All | -34.9% | -32.6% | -2.3% | -25.0% |
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