+64.9%
HDB vs ALLE
+212.2%
-147.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +6.9% | -0.8% | +7.8% | +7.2% |
| 30D | +15.2% | +27.4% | -12.1% | +4.7% |
| 3M | +11.7% | +13.8% | -2.1% | +5.9% |
| 6M | +7.5% | +45.5% | -38.0% | -8.0% |
| YTD | -28.8% | +21.4% | -50.2% | -34.9% |
| 1Y | -29.1% | +15.4% | -44.5% | -34.0% |
| 3Y | -7.0% | +91.7% | -98.7% | -32.2% |
| 5Y | -22.1% | +54.5% | -76.6% | -38.8% |
| 10Y | +64.9% | +210.5% | -145.6% | -3.6% |
| All | +64.9% | +212.2% | -147.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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