-38.0%
HDB vs AMRZ
-25.1%
-12.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -6.2% | -8.1% | +1.9% | -4.2% |
| 30D | -6.2% | -14.8% | +8.6% | -2.6% |
| 3M | -5.9% | -19.7% | +13.9% | -1.1% |
| 6M | -25.9% | -30.8% | +4.9% | -20.4% |
| YTD | -40.2% | -24.3% | -15.9% | -35.9% |
| 1Y | -38.0% | -24.0% | -14.0% | -33.0% |
| All | -38.0% | -25.1% | -12.9% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling