+8.1%
HD vs AMBA
-69.1%
+77.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +5.2% | -2.6% | +7.8% | +5.4% |
| 30D | +20.7% | -10.5% | +31.2% | +21.9% |
| 3M | +0.8% | -26.4% | +27.2% | +3.8% |
| 6M | +12.2% | -20.9% | +33.1% | +12.2% |
| YTD | +4.2% | -14.8% | +19.0% | +2.3% |
| 1Y | -2.6% | -36.1% | +33.5% | -0.9% |
| 3Y | +30.0% | +20.2% | +9.8% | +13.5% |
| 5Y | +8.1% | -67.2% | +75.3% | +3.9% |
| All | +8.1% | -69.1% | +77.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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