-5.9%
HDB vs AS
+131.9%
-137.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +6.9% | -3.0% | +10.0% | +7.3% |
| 30D | +15.2% | +9.6% | +5.7% | +14.0% |
| 3M | +11.7% | -8.2% | +19.9% | +12.5% |
| 6M | +7.5% | -9.9% | +17.4% | +8.4% |
| YTD | -28.8% | -16.8% | -12.0% | -27.9% |
| 1Y | -29.1% | +3.0% | -32.1% | -29.2% |
| All | -5.9% | +131.9% | -137.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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