+3,769.4%
HDB vs AEE
+671.3%
+3,098.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | -2.8% | -2.3% | -0.5% | -1.6% |
| 3M | -3.5% | +0.2% | -3.8% | -4.1% |
| 6M | -24.7% | -4.7% | -20.0% | -23.1% |
| YTD | -36.6% | +8.1% | -44.7% | -39.9% |
| 1Y | -34.4% | +8.5% | -42.9% | -38.0% |
| 3Y | -24.4% | +48.9% | -73.3% | -41.9% |
| 5Y | -35.4% | +39.9% | -75.3% | -49.8% |
| 10Y | +39.5% | +186.5% | -147.0% | -37.8% |
| All | +3,769.4% | +671.3% | +3,098.1% | +989.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling