-42.9%
ACN vs HDB
-37.8%
-5.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.3% |
| 7D | -4.8% | -2.0% | -2.8% | -4.2% |
| 30D | +1.9% | -4.9% | +6.8% | +3.3% |
| 3M | +3.9% | -2.3% | +6.2% | +3.9% |
| 6M | -15.0% | -23.7% | +8.7% | -8.7% |
| YTD | -31.9% | -38.5% | +6.6% | -22.0% |
| 1Y | -28.5% | -36.5% | +8.0% | -19.1% |
| 3Y | -41.9% | -28.5% | -13.5% | -37.9% |
| 5Y | -42.9% | -37.4% | -5.5% | -37.6% |
| All | -42.9% | -37.8% | -5.1% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling