-38.1%
HDB vs AMP
+118.7%
-156.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -6.2% | -2.0% | -4.1% | -5.5% |
| 30D | -6.2% | -1.7% | -4.5% | -5.7% |
| 3M | -5.9% | +23.2% | -29.1% | -12.6% |
| 6M | -25.9% | +22.2% | -48.1% | -31.1% |
| YTD | -40.2% | +14.0% | -54.2% | -43.3% |
| 1Y | -38.0% | +14.0% | -52.0% | -41.4% |
| 3Y | -30.5% | +67.0% | -97.5% | -46.1% |
| 5Y | -38.1% | +123.2% | -161.3% | -59.6% |
| All | -38.1% | +118.7% | -156.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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