+50.3%
HD vs ACI
+18.9%
+31.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -1.8% | -5.0% | +3.2% | -1.2% |
| 30D | -10.8% | -2.3% | -8.5% | -10.6% |
| 3M | -2.7% | -23.2% | +20.5% | +0.2% |
| 6M | -10.3% | -29.5% | +19.2% | -6.8% |
| YTD | -7.8% | -28.6% | +20.8% | -4.5% |
| 1Y | -23.1% | -34.0% | +10.9% | -19.6% |
| 3Y | +2.0% | -45.0% | +47.0% | +8.8% |
| 5Y | +6.2% | -44.0% | +50.2% | +11.7% |
| All | +50.3% | +18.9% | +31.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling