-32.9%
HDB vs AEIS
+6.2%
-39.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.1% | +16.7% | +5.7% |
| 7D | +12.9% | -12.7% | +25.6% | +13.1% |
| 30D | +10.0% | -28.8% | +38.9% | +11.1% |
| 3M | +1.8% | -38.0% | +39.8% | +3.2% |
| 6M | -2.1% | -45.3% | +43.2% | -0.5% |
| YTD | -33.4% | +1.1% | -34.6% | -31.7% |
| 1Y | -32.9% | +8.6% | -41.5% | -30.8% |
| All | -32.9% | +6.2% | -39.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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