+67.9%
HDB vs ALM
+2,084.7%
-2,016.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +6.9% | -7.2% | +14.1% | +7.1% |
| 30D | +15.2% | -26.4% | +41.6% | +15.9% |
| 3M | +11.7% | -38.6% | +50.3% | +12.6% |
| 6M | +7.5% | -61.0% | +68.5% | +9.1% |
| YTD | -28.8% | -7.4% | -21.4% | -29.0% |
| 1Y | -29.1% | +14.0% | -43.1% | -29.6% |
| 3Y | -7.0% | +844.4% | -851.5% | -12.4% |
| 5Y | -22.1% | +410.8% | -432.9% | -26.2% |
| All | +67.9% | +2,084.7% | -2,016.8% | +52.1% |
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