-41.9%
ACN vs HBM
+522.1%
-564.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -4.3% |
| 7D | -4.8% | +7.4% | -12.2% | -5.1% |
| 30D | +1.9% | +5.1% | -3.2% | +1.7% |
| 3M | +3.9% | +11.1% | -7.3% | +3.6% |
| 6M | -15.0% | +30.2% | -45.2% | -16.4% |
| YTD | -31.9% | +46.2% | -78.1% | -34.7% |
| 1Y | -28.5% | +120.0% | -148.6% | -35.2% |
| 3Y | -41.9% | +527.4% | -569.3% | -56.5% |
| All | -41.9% | +522.1% | -564.0% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling