-22.7%
ACI vs HBM
+31.2%
-53.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.2% |
| 7D | -0.5% | +5.1% | -5.5% | -0.2% |
| 30D | +4.9% | -15.8% | +20.7% | +4.2% |
| 3M | +11.1% | -22.4% | +33.5% | +10.2% |
| 6M | -14.9% | -20.2% | +5.3% | -15.6% |
| YTD | -19.6% | +9.0% | -28.6% | -21.1% |
| 1Y | -22.7% | +27.4% | -50.1% | -25.0% |
| All | -22.7% | +31.2% | -53.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling