-37.8%
HDB vs AEIS
+238.7%
-276.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -4.9% | +6.5% | -11.3% | -5.6% |
| 30D | -5.8% | -9.2% | +3.3% | -4.9% |
| 3M | -5.2% | -8.3% | +3.2% | -5.5% |
| 6M | -25.7% | -6.3% | -19.4% | -26.6% |
| YTD | -39.6% | +36.5% | -76.1% | -44.1% |
| 1Y | -36.9% | +84.8% | -121.7% | -45.1% |
| 3Y | -29.7% | +176.6% | -206.3% | -45.7% |
| 5Y | -37.8% | +237.1% | -274.9% | -56.4% |
| All | -37.8% | +238.7% | -276.5% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling