+7.8%
HD vs AMBA
-72.1%
+79.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.9% | -0.5% |
| 7D | +6.4% | -14.6% | +20.9% | +8.1% |
| 30D | +22.1% | -18.8% | +40.9% | +24.5% |
| 3M | -0.2% | -32.6% | +32.4% | +3.7% |
| 6M | +12.6% | -25.8% | +38.4% | +13.3% |
| YTD | +3.9% | -22.1% | +26.0% | +3.0% |
| 1Y | -3.7% | -36.2% | +32.5% | -2.5% |
| 3Y | +27.9% | +10.0% | +17.9% | +12.8% |
| 5Y | +7.8% | -71.6% | +79.4% | +4.9% |
| All | +7.8% | -72.1% | +79.9% | +4.9% |
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