+207.3%
HDB vs ALM
+3,798.4%
-3,591.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.7% |
| 7D | +13.7% | +0.7% | +13.0% | +13.7% |
| 30D | +15.8% | -26.1% | +41.9% | +15.9% |
| 3M | +9.2% | -38.1% | +47.3% | +9.2% |
| 6M | +3.2% | -55.4% | +58.6% | +3.2% |
| YTD | -29.4% | -0.4% | -29.0% | -29.4% |
| 1Y | -27.9% | +25.4% | -53.3% | -27.9% |
| 3Y | -5.9% | +907.8% | -913.6% | -5.8% |
| 5Y | -23.5% | +440.2% | -463.7% | -23.5% |
| 10Y | +61.3% | +2,031.1% | -1,969.8% | +61.8% |
| All | +207.3% | +3,798.4% | -3,591.1% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling