-35.7%
HDB vs ACM
+5.0%
-40.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.4% | -3.7% | +4.2% | +1.5% |
| 30D | -2.8% | -11.1% | +8.3% | +0.1% |
| 3M | -3.5% | -8.0% | +4.4% | -1.8% |
| 6M | -24.7% | -29.7% | +4.9% | -17.4% |
| YTD | -36.6% | -29.4% | -7.2% | -30.9% |
| 1Y | -34.4% | -46.4% | +12.1% | -22.5% |
| 3Y | -24.4% | -22.3% | -2.0% | -23.8% |
| All | -35.7% | +5.0% | -40.7% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling