-22.6%
ACN vs HBM
+215.2%
-237.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.9% |
| 7D | +1.6% | +2.4% | -0.8% | +1.3% |
| 30D | +24.6% | -16.0% | +40.6% | +26.2% |
| 3M | +46.2% | -21.3% | +67.5% | +48.5% |
| 6M | +46.2% | -12.2% | +58.4% | +45.6% |
| YTD | -0.9% | +10.7% | -11.5% | -6.0% |
| 1Y | +8.8% | +30.3% | -21.5% | +0.3% |
| 3Y | -14.3% | +432.2% | -446.5% | -40.6% |
| 5Y | -22.6% | +218.8% | -241.4% | -43.2% |
| All | -22.6% | +215.2% | -237.8% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling