-37.4%
HDB vs ACI
-44.9%
+7.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.2% | -2.8% |
| 7D | -2.0% | -2.6% | +0.5% | -1.9% |
| 30D | -4.9% | +1.1% | -5.9% | -4.9% |
| 3M | -2.3% | -23.6% | +21.3% | -0.8% |
| 6M | -23.7% | -29.9% | +6.2% | -22.1% |
| YTD | -38.5% | -26.9% | -11.6% | -37.4% |
| 1Y | -36.5% | -34.2% | -2.2% | -34.9% |
| 3Y | -28.5% | -43.6% | +15.2% | -26.0% |
| 5Y | -37.4% | -42.4% | +5.0% | -36.7% |
| All | -37.4% | -44.9% | +7.5% | -36.7% |
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