-42.9%
ACN vs HAL
+101.7%
-144.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | +1.9% | +15.9% | -14.0% | -0.4% |
| 3M | +3.9% | -8.7% | +12.6% | +5.2% |
| 6M | -15.0% | +9.0% | -24.1% | -16.5% |
| YTD | -31.9% | +32.0% | -63.9% | -35.3% |
| 1Y | -28.5% | +72.5% | -101.0% | -35.1% |
| 3Y | -41.9% | -4.5% | -37.4% | -43.3% |
| 5Y | -42.9% | +109.7% | -152.5% | -51.7% |
| All | -42.9% | +101.7% | -144.5% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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