-28.8%
ACN vs HDB
-37.2%
+8.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -6.3% | -4.9% | -1.5% | -5.6% |
| 30D | -1.4% | -5.8% | +4.5% | -0.5% |
| 3M | +2.6% | -5.2% | +7.8% | +2.9% |
| 6M | -14.3% | -25.7% | +11.4% | -11.3% |
| YTD | -33.1% | -39.6% | +6.4% | -30.1% |
| 1Y | -28.8% | -36.9% | +8.1% | -27.0% |
| All | -28.8% | -37.2% | +8.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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