+2,394.3%
ACN vs HDB
+4,256.0%
-1,861.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.0% | -3.0% |
| 7D | -2.5% | +13.7% | -16.2% | -5.7% |
| 30D | +22.6% | +15.8% | +6.8% | +18.1% |
| 3M | +45.9% | +9.2% | +36.7% | +42.5% |
| 6M | +43.8% | +3.2% | +40.7% | +42.0% |
| YTD | -2.5% | -29.4% | +26.9% | +5.6% |
| 1Y | +6.5% | -27.9% | +34.4% | +14.6% |
| 3Y | -14.2% | -5.9% | -8.3% | -15.1% |
| 5Y | -24.4% | -23.5% | -0.9% | -21.8% |
| 10Y | +156.3% | +61.3% | +95.0% | +113.2% |
| All | +2,394.3% | +4,256.0% | -1,861.7% | +1,018.0% |
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 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