-36.5%
HDB vs ACGL
+2.4%
-38.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.5% |
| 7D | -2.0% | -2.9% | +0.9% | -1.4% |
| 30D | -4.9% | -2.8% | -2.1% | -4.2% |
| 3M | -2.3% | +6.8% | -9.1% | -4.0% |
| 6M | -23.7% | -1.5% | -22.2% | -23.8% |
| YTD | -38.5% | -0.2% | -38.3% | -38.5% |
| 1Y | -36.5% | +5.3% | -41.8% | -36.9% |
| All | -36.5% | +2.4% | -38.8% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling