+4,096.6%
HDB vs ACGL
+5,855.3%
-1,758.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +3.3% |
| 7D | +13.3% | +0.9% | +12.5% | +12.8% |
| 30D | +13.6% | +13.7% | -0.2% | +6.2% |
| 3M | +5.8% | +8.0% | -2.3% | +1.5% |
| 6M | -1.9% | +13.3% | -15.2% | -8.5% |
| YTD | -31.2% | +11.8% | -43.0% | -35.7% |
| 1Y | -29.6% | +22.2% | -51.8% | -37.1% |
| 3Y | -10.1% | +32.5% | -42.6% | -26.2% |
| 5Y | -24.3% | +160.2% | -184.5% | -58.8% |
| 10Y | +59.3% | +338.5% | -279.3% | -41.6% |
| All | +4,096.6% | +5,855.3% | -1,758.7% | +607.7% |
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