+34.3%
ACI vs HBM
+660.9%
-626.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -0.5% | +5.1% | -5.5% | -0.6% |
| 30D | +4.9% | -15.8% | +20.7% | +5.3% |
| 3M | +11.1% | -22.4% | +33.5% | +11.7% |
| 6M | -14.9% | -20.2% | +5.3% | -14.7% |
| YTD | -19.6% | +9.0% | -28.6% | -20.7% |
| 1Y | -22.7% | +27.4% | -50.1% | -24.3% |
| 3Y | -31.2% | +424.2% | -455.5% | -37.8% |
| 5Y | -42.3% | +196.1% | -238.4% | -48.1% |
| All | +34.3% | +660.9% | -626.6% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling