+61.3%
HDB vs AMBA
+12.8%
+48.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +2.1% |
| 7D | +13.7% | 0.0% | +13.7% | +13.6% |
| 30D | +15.8% | -8.6% | +24.4% | +16.8% |
| 3M | +9.2% | -29.0% | +38.2% | +13.1% |
| 6M | +3.2% | -19.2% | +22.4% | +3.1% |
| YTD | -29.4% | -13.0% | -16.4% | -30.6% |
| 1Y | -27.9% | -31.3% | +3.3% | -27.4% |
| 3Y | -5.9% | +28.1% | -34.0% | -17.5% |
| 5Y | -23.5% | -69.4% | +45.9% | -21.7% |
| 10Y | +61.3% | +7.6% | +53.7% | +21.3% |
| All | +61.3% | +12.8% | +48.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling