+5.4%
HDB vs ACI
+18.9%
-13.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.6% |
| 7D | -4.9% | -5.0% | +0.2% | -4.6% |
| 30D | -5.8% | -2.3% | -3.5% | -5.7% |
| 3M | -5.2% | -23.2% | +18.0% | -4.0% |
| 6M | -25.7% | -29.5% | +3.8% | -24.5% |
| YTD | -39.6% | -28.6% | -11.0% | -38.7% |
| 1Y | -36.9% | -34.0% | -2.9% | -35.7% |
| 3Y | -29.7% | -45.0% | +15.2% | -27.8% |
| 5Y | -37.8% | -44.0% | +6.2% | -36.7% |
| All | +5.4% | +18.9% | -13.4% | +2.6% |
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