+4,023.2%
HDB vs ACGL
+6,037.9%
-2,014.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +13.3% | +6.4% | +6.9% | +9.8% |
| 30D | +10.2% | +16.6% | -6.4% | +1.8% |
| 3M | +3.6% | +11.6% | -8.0% | -2.2% |
| 6M | -0.5% | +17.5% | -18.0% | -8.8% |
| YTD | -32.4% | +15.3% | -47.7% | -37.7% |
| 1Y | -31.1% | +26.3% | -57.4% | -39.4% |
| 3Y | -12.6% | +35.9% | -48.5% | -29.1% |
| 5Y | -25.7% | +168.2% | -193.8% | -60.1% |
| 10Y | +56.5% | +352.0% | -295.5% | -43.5% |
| All | +4,023.2% | +6,037.9% | -2,014.8% | +585.0% |
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