+55.4%
HD vs ACI
+25.9%
+29.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | -8.4% | +5.9% | -14.3% | -9.1% |
| 3M | +4.3% | -19.8% | +24.1% | +6.8% |
| 6M | -11.1% | -24.7% | +13.6% | -8.4% |
| YTD | -4.7% | -24.4% | +19.7% | -2.0% |
| 1Y | -19.8% | -31.5% | +11.7% | -16.5% |
| 3Y | +4.1% | -38.7% | +42.8% | +9.5% |
| 5Y | +10.3% | -42.8% | +53.1% | +15.5% |
| All | +55.4% | +25.9% | +29.5% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling