+23.3%
HDB vs ACI
+32.8%
-9.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | +2.7% | +2.3% | +0.5% | +2.6% |
| 30D | +14.1% | +1.2% | +12.9% | +14.0% |
| 3M | +11.8% | +6.8% | +5.0% | +11.3% |
| 6M | +8.2% | -18.7% | +26.9% | +9.0% |
| YTD | -29.3% | -20.2% | -9.1% | -28.8% |
| 1Y | -28.8% | -23.7% | -5.1% | -28.1% |
| 3Y | -7.5% | -31.6% | +24.2% | -6.1% |
| 5Y | -23.1% | -42.8% | +19.7% | -22.2% |
| All | +23.3% | +32.8% | -9.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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