+745.4%
HDB vs ACM
+250.9%
+494.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +6.9% | +3.0% | +3.9% | +5.5% |
| 30D | +15.2% | +19.7% | -4.4% | +6.5% |
| 3M | +11.7% | +5.3% | +6.4% | +8.4% |
| 6M | +7.5% | -10.8% | +18.3% | +11.1% |
| YTD | -28.8% | -25.1% | -3.7% | -21.4% |
| 1Y | -29.1% | -45.8% | +16.7% | -10.1% |
| 3Y | -7.0% | -9.4% | +2.4% | -8.8% |
| 5Y | -22.1% | +4.8% | -26.8% | -29.9% |
| 10Y | +64.9% | +129.8% | -64.9% | -8.3% |
| All | +745.4% | +250.9% | +494.6% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling