+206.3%
HDB vs ALLE
+260.9%
-54.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -2.8% | -6.8% | +4.0% | -0.3% |
| 3M | -3.5% | +21.0% | -24.6% | -10.8% |
| 6M | -24.7% | +1.1% | -25.8% | -25.5% |
| YTD | -36.6% | -0.5% | -36.0% | -37.2% |
| 1Y | -34.4% | -7.3% | -27.1% | -33.4% |
| 3Y | -24.4% | +42.3% | -66.6% | -36.9% |
| 5Y | -35.4% | +13.5% | -48.8% | -42.0% |
| 10Y | +39.5% | +144.0% | -104.5% | -9.1% |
| All | +206.3% | +260.9% | -54.6% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling