+176.0%
HDB vs ALM
+7,705.7%
-7,529.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | -2.8% | +32.0% | -34.8% | -2.8% |
| 3M | -3.5% | -15.0% | +11.5% | -3.5% |
| 6M | -24.7% | -10.1% | -14.6% | -24.7% |
| YTD | -36.6% | +99.4% | -136.0% | -36.6% |
| 1Y | -34.4% | +316.4% | -350.7% | -34.4% |
| 3Y | -24.4% | +2,022.0% | -2,046.4% | -24.4% |
| 5Y | -35.4% | +941.2% | -976.5% | -35.3% |
| 10Y | +39.5% | +2,950.3% | -2,910.8% | +39.9% |
| All | +176.0% | +7,705.7% | -7,529.8% | +178.8% |
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 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