+63.6%
HDB vs ALLE
+217.2%
-153.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +12.7% | +0.1% | +12.6% | +12.7% |
| 30D | +16.6% | +25.9% | -9.3% | +6.4% |
| 3M | +10.8% | +14.9% | -4.1% | +4.6% |
| 6M | +3.8% | +42.1% | -38.3% | -10.3% |
| YTD | -28.9% | +20.4% | -49.3% | -34.8% |
| 1Y | -28.0% | +14.9% | -42.8% | -32.8% |
| 3Y | -7.2% | +90.1% | -97.3% | -32.1% |
| 5Y | -22.2% | +53.0% | -75.2% | -38.7% |
| 10Y | +63.6% | +208.8% | -145.3% | -4.1% |
| All | +63.6% | +217.2% | -153.7% | -4.1% |
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