-25.3%
HDB vs ACI
-43.3%
+18.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.0% |
| 7D | +13.3% | -2.2% | +15.6% | +13.5% |
| 30D | +13.6% | +10.3% | +3.3% | +12.6% |
| 3M | +5.8% | +7.2% | -1.4% | +5.1% |
| 6M | -1.9% | -18.0% | +16.1% | -0.9% |
| YTD | -31.2% | -22.0% | -9.2% | -30.4% |
| 1Y | -29.6% | -23.4% | -6.2% | -28.6% |
| 3Y | -10.1% | -35.8% | +25.7% | -7.7% |
| All | -25.3% | -43.3% | +18.0% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling