-22.2%
HDB vs ALLE
+51.6%
-73.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +2.7% | +3.6% | -0.8% | +1.8% |
| 30D | +14.1% | +25.9% | -11.7% | +6.7% |
| 3M | +11.8% | +15.8% | -3.9% | +7.0% |
| 6M | +8.2% | +48.1% | -39.9% | -4.2% |
| YTD | -29.3% | +22.0% | -51.3% | -34.0% |
| 1Y | -28.8% | +18.0% | -46.8% | -32.9% |
| 3Y | -7.5% | +93.1% | -100.5% | -28.5% |
| All | -22.2% | +51.6% | -73.8% | -35.9% |
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