-1.1%
HDB vs ALC
+27.5%
-28.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.0% |
| 7D | +6.9% | -6.3% | +13.2% | +9.6% |
| 30D | +15.2% | +12.6% | +2.6% | +9.9% |
| 3M | +11.7% | -3.8% | +15.6% | +13.1% |
| 6M | +7.5% | +16.8% | -9.3% | +0.5% |
| YTD | -28.8% | -7.6% | -21.2% | -27.5% |
| 1Y | -29.1% | -5.9% | -23.2% | -28.5% |
| 3Y | -7.0% | +0.6% | -7.6% | -12.6% |
| 5Y | -22.1% | -9.5% | -12.6% | -24.5% |
| All | -1.1% | +27.5% | -28.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling