+32.4%
HDB vs AME
+427.9%
-395.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -6.2% | -8.6% | +2.4% | -2.7% |
| 3M | -5.9% | +5.8% | -11.6% | -8.5% |
| 6M | -25.9% | +3.8% | -29.7% | -27.5% |
| YTD | -40.2% | +14.4% | -54.7% | -44.0% |
| 1Y | -38.0% | +25.8% | -63.8% | -44.5% |
| 3Y | -30.5% | +55.2% | -85.7% | -45.2% |
| 5Y | -38.1% | +85.5% | -123.7% | -56.0% |
| All | +32.4% | +427.9% | -395.5% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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