-28.0%
HDB vs ALLE
+14.8%
-42.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +12.7% | +0.1% | +12.6% | +12.7% |
| 30D | +16.6% | +25.9% | -9.3% | +10.9% |
| 3M | +10.8% | +14.9% | -4.1% | +7.5% |
| 6M | +3.8% | +42.1% | -38.3% | -5.2% |
| YTD | -28.9% | +20.4% | -49.3% | -34.4% |
| 1Y | -28.0% | +14.9% | -42.8% | -33.7% |
| All | -28.0% | +14.8% | -42.8% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling