+1,144.1%
HDB vs AMP
+1,967.6%
-823.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +2.7% | +3.9% | -1.2% | +0.8% |
| 30D | +14.1% | +5.1% | +9.0% | +11.3% |
| 3M | +11.8% | -8.7% | +20.5% | +16.6% |
| 6M | +8.2% | +11.4% | -3.3% | +2.1% |
| YTD | -29.3% | +7.3% | -36.6% | -32.6% |
| 1Y | -28.8% | +14.6% | -43.3% | -34.4% |
| 3Y | -7.5% | +61.2% | -68.7% | -30.8% |
| 5Y | -23.1% | +81.0% | -104.1% | -47.4% |
| 10Y | +63.7% | +468.0% | -404.3% | -46.9% |
| All | +1,144.1% | +1,967.6% | -823.5% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling