+37.6%
HDB vs ACGL
+270.2%
-232.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +0.4% | -0.7% | +1.2% | +0.7% |
| 30D | -2.8% | -1.0% | -1.8% | -2.4% |
| 3M | -3.5% | +11.0% | -14.6% | -7.7% |
| 6M | -24.7% | -0.3% | -24.4% | -24.9% |
| YTD | -36.6% | +2.3% | -38.8% | -37.5% |
| 1Y | -34.4% | +6.4% | -40.7% | -36.5% |
| 3Y | -24.4% | +34.0% | -58.4% | -35.7% |
| 5Y | -35.4% | +161.6% | -197.0% | -60.6% |
| All | +37.6% | +270.2% | -232.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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