+3,273.9%
HDB vs AGI
+5,459.2%
-2,185.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | -2.8% | +18.2% | -21.0% | -4.3% |
| 3M | -3.5% | -4.1% | +0.6% | -3.5% |
| 6M | -24.7% | -28.7% | +4.0% | -22.9% |
| YTD | -36.6% | -4.0% | -32.6% | -36.9% |
| 1Y | -34.4% | +17.4% | -51.8% | -36.1% |
| 3Y | -24.4% | +203.0% | -227.4% | -32.8% |
| 5Y | -35.4% | +376.7% | -412.0% | -45.4% |
| 10Y | +39.5% | +407.5% | -367.9% | +10.1% |
| All | +3,273.9% | +5,459.2% | -2,185.2% | +2,032.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling