-22.2%
HDB vs AMBA
-69.1%
+46.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +0.8% |
| 7D | +12.7% | -2.6% | +15.4% | +12.9% |
| 30D | +16.6% | -10.5% | +27.1% | +17.5% |
| 3M | +10.8% | -26.4% | +37.2% | +13.4% |
| 6M | +3.8% | -20.9% | +24.7% | +4.0% |
| YTD | -28.9% | -14.8% | -14.1% | -29.8% |
| 1Y | -28.0% | -36.1% | +8.1% | -27.0% |
| 3Y | -7.2% | +20.2% | -27.4% | -17.1% |
| 5Y | -22.2% | -67.2% | +45.0% | -25.3% |
| All | -22.2% | -69.1% | +46.9% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling