-4.4%
HDB vs ALC
+31.8%
-36.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.6% |
| 7D | +13.3% | +4.9% | +8.5% | +11.2% |
| 30D | +13.6% | +19.0% | -5.4% | +6.0% |
| 3M | +5.8% | +7.8% | -2.0% | +2.4% |
| 6M | -1.9% | +14.6% | -16.5% | -7.6% |
| YTD | -31.2% | -4.4% | -26.8% | -30.9% |
| 1Y | -29.6% | +1.4% | -31.0% | -31.1% |
| 3Y | -10.1% | +2.5% | -12.6% | -16.0% |
| 5Y | -24.3% | -10.9% | -13.4% | -25.9% |
| All | -4.4% | +31.8% | -36.2% | -31.6% |
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