-11.9%
HDB vs ALC
+24.0%
-35.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +0.4% | -2.1% | +2.5% | +1.3% |
| 30D | -2.8% | -0.1% | -2.7% | -2.9% |
| 3M | -3.5% | +5.9% | -9.4% | -6.0% |
| 6M | -24.7% | -15.9% | -8.8% | -20.0% |
| YTD | -36.6% | -10.1% | -26.5% | -34.6% |
| 1Y | -34.4% | -10.2% | -24.2% | -32.6% |
| 3Y | -24.4% | -13.6% | -10.8% | -23.6% |
| 5Y | -35.4% | -15.1% | -20.2% | -35.5% |
| All | -11.9% | +24.0% | -35.9% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling