-25.3%
HDB vs AMBA
-70.4%
+45.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.3% | +1.3% |
| 7D | +13.3% | -7.2% | +20.6% | +14.0% |
| 30D | +13.6% | -10.4% | +23.9% | +14.4% |
| 3M | +5.8% | -30.1% | +35.9% | +8.8% |
| 6M | -1.9% | -22.4% | +20.5% | -1.6% |
| YTD | -31.2% | -17.3% | -13.8% | -31.9% |
| 1Y | -29.6% | -35.4% | +5.8% | -28.7% |
| 3Y | -10.1% | +18.6% | -28.7% | -19.8% |
| All | -25.3% | -70.4% | +45.1% | -26.3% |
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