+93.1%
ACN vs HBM
+619.2%
-526.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | -1.5% | -3.3% | +1.8% | -1.2% |
| 30D | +2.1% | -4.8% | +6.9% | +2.5% |
| 3M | +11.1% | -0.4% | +11.5% | +10.4% |
| 6M | -6.8% | +17.9% | -24.7% | -10.5% |
| YTD | -30.0% | +33.7% | -63.8% | -34.7% |
| 1Y | -23.1% | +95.6% | -118.7% | -32.5% |
| 3Y | -40.4% | +458.1% | -498.5% | -56.8% |
| 5Y | -41.6% | +329.0% | -370.6% | -57.6% |
| All | +93.1% | +619.2% | -526.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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