-32.9%
HDB vs AEE
+13.9%
-46.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +5.0% |
| 7D | +12.9% | +4.7% | +8.2% | +11.8% |
| 30D | +10.0% | +13.4% | -3.4% | +7.4% |
| 3M | +1.8% | +4.1% | -2.2% | +0.8% |
| 6M | -2.1% | +2.0% | -4.1% | -3.0% |
| YTD | -33.4% | +15.6% | -49.0% | -36.8% |
| 1Y | -32.9% | +14.1% | -47.0% | -35.7% |
| All | -32.9% | +13.9% | -46.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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