+65.9%
HDB vs ALM
+1,942.8%
-1,876.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.1% |
| 7D | +4.1% | -4.0% | +8.1% | +4.2% |
| 30D | +13.0% | -30.5% | +43.5% | +13.7% |
| 3M | +11.3% | -46.9% | +58.2% | +12.4% |
| 6M | +6.9% | -65.5% | +72.5% | +8.8% |
| YTD | -29.6% | -13.4% | -16.2% | -29.8% |
| 1Y | -29.5% | +9.8% | -39.3% | -30.0% |
| 3Y | -8.1% | +783.1% | -791.2% | -13.3% |
| 5Y | -23.4% | +378.3% | -401.7% | -27.4% |
| All | +65.9% | +1,942.8% | -1,876.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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