+69.9%
HD vs ACI
+34.0%
+35.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +5.2% | -0.6% | +5.8% | +5.3% |
| 30D | +20.7% | +9.5% | +11.2% | +19.3% |
| 3M | +0.8% | +10.1% | -9.3% | -0.5% |
| 6M | +12.2% | -15.4% | +27.6% | +13.9% |
| YTD | +4.2% | -19.5% | +23.8% | +6.2% |
| 1Y | -2.6% | -21.0% | +18.4% | -0.4% |
| 3Y | +30.0% | -31.2% | +61.2% | +34.5% |
| 5Y | +8.1% | -40.6% | +48.7% | +12.5% |
| All | +69.9% | +34.0% | +35.9% | +57.6% |
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