-24.8%
HDB vs ALM
+2,118.4%
-2,143.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | -2.8% | +32.0% | -34.8% | -3.5% |
| 3M | -3.5% | -15.0% | +11.5% | -3.4% |
| 6M | -24.7% | -10.1% | -14.6% | -25.0% |
| YTD | -36.6% | +99.4% | -136.0% | -37.4% |
| 1Y | -34.4% | +316.4% | -350.7% | -36.2% |
| All | -24.8% | +2,118.4% | -2,143.3% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling