-29.7%
HDB vs AMRZ
-17.7%
-12.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +6.9% | -5.5% | +12.4% | +8.2% |
| 30D | +15.2% | +15.6% | -0.4% | +11.6% |
| 3M | +11.7% | -12.1% | +23.8% | +14.3% |
| 6M | +7.5% | -19.4% | +27.0% | +11.5% |
| YTD | -28.8% | -21.9% | -6.9% | -25.2% |
| 1Y | -29.1% | -15.0% | -14.1% | -25.0% |
| All | -29.7% | -17.7% | -12.0% | -25.6% |
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