-37.4%
HDB vs AME
+85.0%
-122.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.0% | +2.8% | -4.8% | -3.0% |
| 30D | -4.9% | -6.3% | +1.4% | -2.8% |
| 3M | -2.3% | +5.4% | -7.7% | -4.4% |
| 6M | -23.7% | +7.4% | -31.2% | -25.9% |
| YTD | -38.5% | +16.2% | -54.6% | -41.9% |
| 1Y | -36.5% | +26.8% | -63.3% | -41.9% |
| 3Y | -28.5% | +57.5% | -86.0% | -42.2% |
| 5Y | -37.4% | +84.8% | -122.2% | -55.5% |
| All | -37.4% | +85.0% | -122.4% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling