+4,211.8%
HDB vs AEIS
+624.2%
+3,587.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.4% | +1.4% |
| 7D | +2.7% | +11.5% | -8.8% | +0.1% |
| 30D | +14.1% | -15.8% | +29.9% | +17.0% |
| 3M | +11.8% | -33.3% | +45.1% | +20.0% |
| 6M | +8.2% | -35.2% | +43.4% | +14.3% |
| YTD | -29.3% | +5.0% | -34.3% | -34.3% |
| 1Y | -28.8% | +8.5% | -37.3% | -34.5% |
| 3Y | -7.5% | +152.9% | -160.4% | -34.0% |
| 5Y | -23.1% | +144.6% | -167.7% | -46.0% |
| 10Y | +63.7% | +337.1% | -273.4% | -10.0% |
| All | +4,211.8% | +624.2% | +3,587.6% | +1,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling