+33.7%
HDB vs ACM
+124.8%
-91.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.8% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | -5.8% | -12.7% | +6.8% | -2.1% |
| 3M | -5.2% | -9.8% | +4.6% | -2.7% |
| 6M | -25.7% | -31.4% | +5.7% | -16.9% |
| YTD | -39.6% | -32.1% | -7.5% | -32.6% |
| 1Y | -36.9% | -47.8% | +10.9% | -23.7% |
| 3Y | -29.7% | -22.1% | -7.6% | -27.4% |
| 5Y | -37.8% | +1.8% | -39.6% | -42.3% |
| 10Y | +33.7% | +132.5% | -98.8% | -6.5% |
| All | +33.7% | +124.8% | -91.0% | -6.5% |
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