-24.8%
HDB vs ACM
-19.2%
-5.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.4% | -3.7% | +4.2% | +1.2% |
| 30D | -2.8% | -11.1% | +8.3% | -0.6% |
| 3M | -3.5% | -8.0% | +4.4% | -2.2% |
| 6M | -24.7% | -29.7% | +4.9% | -19.7% |
| YTD | -36.6% | -29.4% | -7.2% | -32.6% |
| 1Y | -34.4% | -46.4% | +12.1% | -26.3% |
| All | -24.8% | -19.2% | -5.6% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling