+1,716.4%
ACN vs HDB
+3,812.1%
-2,095.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | +9.4% | -2.8% | +12.2% | +10.1% |
| 3M | +5.6% | -3.5% | +9.2% | +6.2% |
| 6M | -9.3% | -24.7% | +15.5% | -3.2% |
| YTD | -29.0% | -36.6% | +7.6% | -20.9% |
| 1Y | -24.7% | -34.4% | +9.7% | -16.9% |
| 3Y | -39.8% | -24.4% | -15.4% | -37.1% |
| 5Y | -40.9% | -35.4% | -5.6% | -36.2% |
| 10Y | +91.1% | +39.5% | +51.6% | +64.8% |
| All | +1,716.4% | +3,812.1% | -2,095.7% | +737.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling