-37.8%
HDB vs AEE
+39.2%
-76.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -4.9% | +1.1% | -5.9% | -5.1% |
| 30D | -5.8% | 0.0% | -5.8% | -5.9% |
| 3M | -5.2% | -0.9% | -4.3% | -5.2% |
| 6M | -25.7% | -2.4% | -23.3% | -25.4% |
| YTD | -39.6% | +8.6% | -48.2% | -41.1% |
| 1Y | -36.9% | +10.2% | -47.1% | -38.7% |
| 3Y | -29.7% | +47.8% | -77.6% | -37.3% |
| 5Y | -37.8% | +40.1% | -77.9% | -44.5% |
| All | -37.8% | +39.2% | -76.9% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling