-31.4%
HDB vs AGI
+203.7%
-235.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | -6.2% | -5.4% | -0.8% | -5.7% |
| 30D | -6.2% | +6.6% | -12.9% | -6.9% |
| 3M | -5.9% | +8.2% | -14.1% | -6.9% |
| 6M | -25.9% | -29.3% | +3.4% | -24.0% |
| YTD | -40.2% | -7.4% | -32.9% | -40.0% |
| 1Y | -38.0% | +7.9% | -45.9% | -39.0% |
| All | -31.4% | +203.7% | -235.1% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling