+232.2%
HDB vs ALLE
+327.3%
-95.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +13.3% | -0.6% | +13.9% | +13.5% |
| 30D | +13.6% | +25.3% | -11.8% | +4.1% |
| 3M | +5.8% | +10.3% | -4.5% | +1.5% |
| 6M | -1.9% | +38.0% | -40.0% | -13.9% |
| YTD | -31.2% | +17.8% | -49.0% | -36.2% |
| 1Y | -29.6% | +13.6% | -43.2% | -33.9% |
| 3Y | -10.1% | +89.2% | -99.3% | -33.1% |
| 5Y | -24.3% | +51.1% | -75.4% | -39.4% |
| 10Y | +59.3% | +228.1% | -168.8% | -6.6% |
| All | +232.2% | +327.3% | -95.1% | +76.8% |
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