-23.1%
ACN vs DHI
-21.2%
-2.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.1% |
| 7D | -1.5% | -3.4% | +1.9% | -0.9% |
| 30D | +2.1% | -5.4% | +7.5% | +3.0% |
| 3M | +11.1% | -10.4% | +21.5% | +12.6% |
| 6M | -6.8% | -2.8% | -4.1% | -7.6% |
| YTD | -30.0% | -3.4% | -26.6% | -30.7% |
| 1Y | -23.1% | -22.9% | -0.2% | -22.2% |
| All | -23.1% | -21.2% | -2.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling