+3,769.4%
HDB vs AME
+6,188.1%
-2,418.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.3% |
| 7D | +0.4% | +0.6% | -0.2% | 0.0% |
| 30D | -2.8% | -6.7% | +3.9% | +1.0% |
| 3M | -3.5% | +4.1% | -7.6% | -6.3% |
| 6M | -24.7% | +1.6% | -26.3% | -26.0% |
| YTD | -36.6% | +16.1% | -52.7% | -42.5% |
| 1Y | -34.4% | +27.3% | -61.7% | -44.1% |
| 3Y | -24.4% | +50.9% | -75.3% | -44.0% |
| 5Y | -35.4% | +81.4% | -116.7% | -57.9% |
| 10Y | +39.5% | +417.0% | -377.4% | -57.1% |
| All | +3,769.4% | +6,188.1% | -2,418.7% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling