+5.8%
HD vs ACI
-43.3%
+49.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.5% | -1.3% |
| 7D | +4.3% | -2.2% | +6.6% | +4.8% |
| 30D | +20.2% | +10.3% | +9.9% | +18.3% |
| 3M | -1.0% | +7.2% | -8.2% | -2.2% |
| 6M | +7.9% | -18.0% | +25.9% | +10.6% |
| YTD | +2.0% | -22.0% | +24.0% | +5.0% |
| 1Y | -4.3% | -23.4% | +19.1% | -1.1% |
| 3Y | +25.9% | -35.8% | +61.8% | +33.4% |
| All | +5.8% | -43.3% | +49.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling