-23.4%
HDB vs ALLE
+52.7%
-76.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +4.1% | +1.6% | +2.5% | +3.6% |
| 30D | +13.0% | +24.1% | -11.1% | +6.0% |
| 3M | +11.3% | +14.8% | -3.6% | +6.7% |
| 6M | +6.9% | +45.9% | -38.9% | -4.8% |
| YTD | -29.6% | +20.7% | -50.4% | -34.2% |
| 1Y | -29.5% | +14.2% | -43.7% | -33.0% |
| 3Y | -8.1% | +90.7% | -98.8% | -28.7% |
| 5Y | -23.4% | +50.6% | -74.0% | -36.4% |
| All | -23.4% | +52.7% | -76.1% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling