+724.3%
HD vs AMBA
+807.9%
-83.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +6.7% |
| 7D | +11.9% | -8.1% | +20.0% | +13.0% |
| 30D | +26.4% | -10.8% | +37.2% | +27.8% |
| 3M | +2.8% | -25.9% | +28.7% | +5.9% |
| 6M | +15.5% | -13.9% | +29.3% | +14.4% |
| YTD | +5.5% | -14.0% | +19.5% | +3.8% |
| 1Y | -4.6% | -25.7% | +21.1% | -4.9% |
| 3Y | +29.9% | +21.5% | +8.4% | +16.5% |
| 5Y | +8.4% | -68.9% | +77.4% | +9.5% |
| 10Y | +275.2% | +5.2% | +270.0% | +204.8% |
| All | +724.3% | +807.9% | -83.6% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling