-40.4%
HDB vs AMRZ
-19.2%
-21.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.3% |
| 7D | -4.9% | -4.7% | -0.2% | -3.9% |
| 30D | -5.8% | -11.3% | +5.4% | -3.6% |
| 3M | -5.2% | -22.1% | +16.9% | -0.8% |
| 6M | -25.7% | -29.6% | +3.9% | -21.6% |
| YTD | -39.6% | -23.3% | -16.3% | -36.1% |
| 1Y | -36.9% | -23.7% | -13.2% | -33.2% |
| All | -40.4% | -19.2% | -21.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling