+61.3%
HDB vs ACM
+147.1%
-85.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +1.0% |
| 7D | +13.7% | +6.9% | +6.8% | +11.3% |
| 30D | +15.8% | +19.1% | -3.2% | +9.4% |
| 3M | +9.2% | -6.9% | +16.2% | +11.1% |
| 6M | +3.2% | -12.0% | +15.2% | +6.4% |
| YTD | -29.4% | -25.1% | -4.2% | -23.7% |
| 1Y | -27.9% | -45.4% | +17.5% | -13.6% |
| 3Y | -5.9% | -6.9% | +1.0% | -8.5% |
| 5Y | -23.5% | +3.7% | -27.2% | -29.5% |
| 10Y | +61.3% | +135.8% | -74.4% | +11.0% |
| All | +61.3% | +147.1% | -85.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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