-32.7%
ACI vs HBM
+97.2%
-129.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | -3.7% | -3.3% | -0.5% | -3.8% |
| 30D | +0.6% | -4.8% | +5.4% | +0.5% |
| 3M | -20.3% | -0.4% | -19.9% | -20.3% |
| 6M | -24.7% | +17.9% | -42.5% | -24.0% |
| YTD | -27.2% | +33.7% | -60.9% | -26.0% |
| 1Y | -32.7% | +95.6% | -128.3% | -33.0% |
| All | -32.7% | +97.2% | -129.9% | -33.0% |
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