+199.3%
HDB vs ALM
+3,507.4%
-3,308.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.8% |
| 7D | +13.3% | -6.7% | +20.0% | +13.3% |
| 30D | +13.6% | -32.9% | +46.4% | +13.6% |
| 3M | +5.8% | -39.5% | +45.3% | +5.8% |
| 6M | -1.9% | -62.0% | +60.1% | -1.9% |
| YTD | -31.2% | -7.8% | -23.4% | -31.2% |
| 1Y | -29.6% | +26.7% | -56.2% | -29.5% |
| 3Y | -10.1% | +825.4% | -835.5% | -10.1% |
| 5Y | -24.3% | +401.2% | -425.6% | -24.3% |
| 10Y | +59.3% | +2,074.0% | -2,014.8% | +59.8% |
| All | +199.3% | +3,507.4% | -3,308.1% | +202.4% |
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 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