+41.5%
HDB vs AGI
+392.3%
-350.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.8% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | +1.0% | +7.2% | -6.2% | +0.5% |
| 3M | -2.0% | +4.3% | -6.2% | -2.4% |
| 6M | -18.1% | -27.1% | +9.0% | -16.9% |
| YTD | -36.1% | -6.6% | -29.5% | -36.2% |
| 1Y | -34.0% | +9.5% | -43.6% | -34.8% |
| 3Y | -26.7% | +208.4% | -235.1% | -32.0% |
| 5Y | -33.9% | +401.6% | -435.5% | -40.4% |
| All | +41.5% | +392.3% | -350.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling