-10.1%
HDB vs ACM
-12.3%
+2.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +13.3% | +5.4% | +8.0% | +12.1% |
| 30D | +13.6% | +15.1% | -1.6% | +10.3% |
| 3M | +5.8% | -10.5% | +16.2% | +7.9% |
| 6M | -1.9% | -19.7% | +17.8% | +1.8% |
| YTD | -31.2% | -28.8% | -2.4% | -27.3% |
| 1Y | -29.6% | -47.9% | +18.3% | -20.6% |
| 3Y | -10.1% | -12.4% | +2.3% | -17.1% |
| All | -10.1% | -12.3% | +2.2% | -17.1% |
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