+178.9%
HDB vs AMBA
+837.3%
-658.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | +0.4% | -11.0% | +11.4% | +1.6% |
| 30D | -2.8% | -23.2% | +20.4% | -0.2% |
| 3M | -3.5% | -12.7% | +9.2% | -3.5% |
| 6M | -24.7% | +11.2% | -35.9% | -27.3% |
| YTD | -36.6% | -11.2% | -25.3% | -37.4% |
| 1Y | -34.4% | -22.5% | -11.8% | -34.9% |
| 3Y | -24.4% | -1.3% | -23.1% | -29.7% |
| 5Y | -35.4% | -54.2% | +18.8% | -37.3% |
| 10Y | +39.5% | -6.1% | +45.7% | +16.9% |
| All | +178.9% | +837.3% | -658.3% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling