-25.3%
HDB vs ALLE
+49.9%
-75.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +13.3% | -0.6% | +13.9% | +13.5% |
| 30D | +13.6% | +25.3% | -11.8% | +6.2% |
| 3M | +5.8% | +10.3% | -4.5% | +2.6% |
| 6M | -1.9% | +38.0% | -40.0% | -11.3% |
| YTD | -31.2% | +17.8% | -49.0% | -35.2% |
| 1Y | -29.6% | +13.6% | -43.2% | -33.0% |
| 3Y | -10.1% | +89.2% | -99.3% | -30.3% |
| All | -25.3% | +49.9% | -75.2% | -38.3% |
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