-28.0%
HDB vs AS
+6.1%
-34.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +12.7% | +4.5% | +8.2% | +11.2% |
| 30D | +16.6% | +13.2% | +3.4% | +12.4% |
| 3M | +10.8% | -11.9% | +22.7% | +13.9% |
| 6M | +3.8% | -11.6% | +15.4% | +6.2% |
| YTD | -28.9% | -14.7% | -14.2% | -27.9% |
| 1Y | -28.0% | +5.7% | -33.7% | -26.1% |
| All | -28.0% | +6.1% | -34.0% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling