+738.6%
HDB vs ACM
+250.7%
+488.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +0.4% |
| 7D | +13.7% | +6.9% | +6.8% | +10.4% |
| 30D | +15.8% | +19.1% | -3.2% | +7.3% |
| 3M | +9.2% | -6.9% | +16.2% | +11.6% |
| 6M | +3.2% | -12.0% | +15.2% | +7.3% |
| YTD | -29.4% | -25.1% | -4.2% | -22.0% |
| 1Y | -27.9% | -45.4% | +17.5% | -8.9% |
| 3Y | -5.9% | -6.9% | +1.0% | -8.8% |
| 5Y | -23.5% | +3.7% | -27.2% | -30.9% |
| 10Y | +61.3% | +135.8% | -74.4% | -11.5% |
| All | +738.6% | +250.7% | +488.0% | +186.2% |
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