-28.5%
HDB vs AME
+55.3%
-83.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.0% | +2.8% | -4.8% | -2.6% |
| 30D | -4.9% | -6.3% | +1.4% | -3.7% |
| 3M | -2.3% | +5.4% | -7.7% | -3.6% |
| 6M | -23.7% | +7.4% | -31.2% | -25.0% |
| YTD | -38.5% | +16.2% | -54.6% | -40.1% |
| 1Y | -36.5% | +26.8% | -63.3% | -38.9% |
| 3Y | -28.5% | +57.5% | -86.0% | -36.8% |
| All | -28.5% | +55.3% | -83.7% | -36.8% |
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