+58.1%
HDB vs ALLE
+222.4%
-164.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +13.3% | -0.6% | +13.9% | +13.6% |
| 30D | +13.6% | +25.3% | -11.8% | +3.8% |
| 3M | +5.8% | +10.3% | -4.5% | +1.4% |
| 6M | -1.9% | +38.0% | -40.0% | -14.3% |
| YTD | -31.2% | +17.8% | -49.0% | -36.4% |
| 1Y | -29.6% | +13.6% | -43.2% | -34.0% |
| 3Y | -10.1% | +89.2% | -99.3% | -34.1% |
| 5Y | -24.3% | +51.1% | -75.4% | -40.1% |
| All | +58.1% | +222.4% | -164.3% | -7.0% |
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