-7.5%
HDB vs ALC
+4.4%
-11.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +14.1% | +16.0% | -1.9% | +10.7% |
| 3M | +11.8% | +0.8% | +11.0% | +11.5% |
| 6M | +8.2% | +16.8% | -8.7% | +4.5% |
| YTD | -29.3% | -5.5% | -23.8% | -29.0% |
| 1Y | -28.8% | -5.3% | -23.5% | -28.5% |
| 3Y | -7.5% | +4.1% | -11.5% | -10.3% |
| All | -7.5% | +4.4% | -11.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling