+2,387.4%
ACN vs HDB
+4,291.4%
-1,904.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -4.0% | +6.9% | -11.0% | -5.7% |
| 30D | +19.0% | +15.2% | +3.8% | +14.7% |
| 3M | +42.2% | +11.7% | +30.5% | +38.1% |
| 6M | +50.1% | +7.5% | +42.6% | +46.7% |
| YTD | -2.7% | -28.8% | +26.1% | +5.1% |
| 1Y | +7.6% | -29.1% | +36.7% | +16.3% |
| 3Y | -15.9% | -7.0% | -8.9% | -16.5% |
| 5Y | -24.4% | -22.1% | -2.3% | -22.2% |
| 10Y | +151.4% | +64.9% | +86.5% | +108.0% |
| All | +2,387.4% | +4,291.4% | -1,904.1% | +1,012.6% |
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 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