+4,236.8%
HDB vs AME
+6,212.9%
-1,976.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +12.7% | -4.1% | +16.8% | +15.0% |
| 30D | +16.6% | -4.1% | +20.7% | +18.7% |
| 3M | +10.8% | -5.6% | +16.4% | +13.5% |
| 6M | +3.8% | +2.8% | +1.0% | +0.8% |
| YTD | -28.9% | +16.6% | -45.5% | -36.2% |
| 1Y | -28.0% | +21.1% | -49.1% | -36.9% |
| 3Y | -7.2% | +61.1% | -68.2% | -34.3% |
| 5Y | -22.2% | +76.6% | -98.8% | -48.8% |
| 10Y | +63.6% | +431.3% | -367.8% | -50.8% |
| All | +4,236.8% | +6,212.9% | -1,976.1% | +313.6% |
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