-5.9%
HDB vs AME
+63.1%
-69.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.9% |
| 7D | +13.7% | -1.5% | +15.2% | +13.8% |
| 30D | +15.8% | -4.2% | +20.0% | +16.5% |
| 3M | +9.2% | -5.9% | +15.2% | +10.1% |
| 6M | +3.2% | +2.8% | +0.3% | +2.0% |
| YTD | -29.4% | +16.6% | -45.9% | -31.4% |
| 1Y | -27.9% | +22.1% | -50.0% | -30.4% |
| 3Y | -5.9% | +64.7% | -70.6% | -19.2% |
| All | -5.9% | +63.1% | -69.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling