+26.3%
ACI vs HBM
+865.2%
-838.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +0.2% | -6.4% | +6.5% | +0.4% |
| 30D | +5.9% | +5.9% | 0.0% | +5.6% |
| 3M | -19.8% | -8.9% | -10.9% | -19.7% |
| 6M | -24.7% | +10.7% | -35.4% | -25.3% |
| YTD | -24.4% | +38.3% | -62.7% | -25.8% |
| 1Y | -31.5% | +121.3% | -152.8% | -34.3% |
| 3Y | -38.7% | +450.6% | -489.3% | -44.4% |
| 5Y | -42.8% | +338.0% | -380.8% | -48.9% |
| All | +26.3% | +865.2% | -838.9% | +3.4% |
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