+3,769.4%
HDB vs ACGL
+5,345.7%
-1,576.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +0.4% | -0.7% | +1.2% | +0.8% |
| 30D | -2.8% | -1.0% | -1.8% | -2.3% |
| 3M | -3.5% | +11.0% | -14.6% | -9.0% |
| 6M | -24.7% | -0.3% | -24.4% | -25.0% |
| YTD | -36.6% | +2.3% | -38.8% | -37.8% |
| 1Y | -34.4% | +6.4% | -40.7% | -37.2% |
| 3Y | -24.4% | +34.0% | -58.4% | -38.8% |
| 5Y | -35.4% | +161.6% | -197.0% | -65.1% |
| 10Y | +39.5% | +278.6% | -239.0% | -44.6% |
| All | +3,769.4% | +5,345.7% | -1,576.3% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling