-1.9%
HDB vs ALC
+32.2%
-34.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +13.7% | +2.1% | +11.6% | +12.8% |
| 30D | +15.8% | +17.2% | -1.4% | +8.8% |
| 3M | +9.2% | +4.6% | +4.6% | +7.0% |
| 6M | +3.2% | +20.1% | -17.0% | -4.6% |
| YTD | -29.4% | -4.2% | -25.2% | -29.1% |
| 1Y | -27.9% | +2.1% | -30.0% | -29.7% |
| 3Y | -5.9% | +4.5% | -10.3% | -12.8% |
| 5Y | -23.5% | -12.3% | -11.1% | -24.4% |
| All | -1.9% | +32.2% | -34.0% | -29.8% |
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