-25.3%
HDB vs ALM
+396.4%
-421.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.7% |
| 7D | +13.3% | -6.7% | +20.0% | +13.5% |
| 30D | +13.6% | -32.9% | +46.4% | +14.5% |
| 3M | +5.8% | -39.5% | +45.3% | +6.7% |
| 6M | -1.9% | -62.0% | +60.1% | -0.2% |
| YTD | -31.2% | -7.8% | -23.4% | -31.3% |
| 1Y | -29.6% | +26.7% | -56.2% | -30.1% |
| 3Y | -10.1% | +825.4% | -835.5% | -16.0% |
| All | -25.3% | +396.4% | -421.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling