-6.6%
HDB vs AS
+123.4%
-130.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +2.7% | -4.9% | +7.6% | +3.4% |
| 30D | +14.1% | +3.9% | +10.3% | +13.6% |
| 3M | +11.8% | -9.6% | +21.4% | +12.9% |
| 6M | +8.2% | -8.7% | +16.8% | +9.0% |
| YTD | -29.3% | -19.8% | -9.5% | -28.1% |
| 1Y | -28.8% | -1.5% | -27.2% | -28.5% |
| All | -6.6% | +123.4% | -130.1% | -11.9% |
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