-16.2%
HDB vs AS
+120.4%
-136.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.8% |
| 7D | +0.4% | -4.9% | +5.3% | +0.9% |
| 30D | -2.8% | -19.6% | +16.8% | -0.6% |
| 3M | -3.5% | -14.4% | +10.8% | -2.1% |
| 6M | -24.7% | -20.1% | -4.6% | -23.3% |
| YTD | -36.6% | -20.9% | -15.6% | -35.4% |
| 1Y | -34.4% | -21.9% | -12.5% | -33.2% |
| All | -16.2% | +120.4% | -136.6% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling