-44.0%
ACI vs HBM
+392.2%
-436.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -5.0% | +5.5% | -10.6% | -5.2% |
| 30D | -2.3% | +3.3% | -5.6% | -2.5% |
| 3M | -23.2% | +12.7% | -35.8% | -23.7% |
| 6M | -29.5% | +28.2% | -57.7% | -30.6% |
| YTD | -28.6% | +45.3% | -73.9% | -30.4% |
| 1Y | -34.0% | +121.7% | -155.7% | -37.3% |
| 3Y | -45.0% | +523.5% | -568.5% | -51.9% |
| 5Y | -44.0% | +393.9% | -437.9% | -52.0% |
| All | -44.0% | +392.2% | -436.2% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling