-7.5%
HDB vs AMBA
+21.7%
-29.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | +2.7% | +2.7% | +0.1% | +2.7% |
| 30D | +14.1% | -2.2% | +16.3% | +14.1% |
| 3M | +11.8% | -26.6% | +38.5% | +12.7% |
| 6M | +8.2% | -26.8% | +34.9% | +8.7% |
| YTD | -29.3% | -15.1% | -14.2% | -29.8% |
| 1Y | -28.8% | -32.3% | +3.5% | -28.8% |
| 3Y | -7.5% | +19.8% | -27.3% | -12.9% |
| All | -7.5% | +21.7% | -29.2% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling