+653.2%
HDB vs ACM
+230.8%
+422.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.4% | -3.7% | +4.2% | +2.1% |
| 30D | -2.8% | -11.1% | +8.3% | +1.5% |
| 3M | -3.5% | -8.0% | +4.4% | -1.0% |
| 6M | -24.7% | -29.7% | +4.9% | -13.6% |
| YTD | -36.6% | -29.4% | -7.2% | -28.0% |
| 1Y | -34.4% | -46.4% | +12.1% | -16.5% |
| 3Y | -24.4% | -22.3% | -2.0% | -20.5% |
| 5Y | -35.4% | +4.5% | -39.8% | -42.0% |
| 10Y | +39.5% | +127.6% | -88.1% | -22.8% |
| All | +653.2% | +230.8% | +422.4% | +164.1% |
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 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