-42.9%
ACN vs HBM
+369.9%
-412.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -4.7% |
| 7D | -4.8% | +7.4% | -12.2% | -5.5% |
| 30D | +1.9% | +5.1% | -3.2% | +1.3% |
| 3M | +3.9% | +11.1% | -7.3% | +2.3% |
| 6M | -15.0% | +30.2% | -45.2% | -18.7% |
| YTD | -31.9% | +46.2% | -78.1% | -36.7% |
| 1Y | -28.5% | +120.0% | -148.6% | -38.1% |
| 3Y | -41.9% | +527.4% | -569.3% | -59.7% |
| 5Y | -42.9% | +400.4% | -443.2% | -60.0% |
| All | -42.9% | +369.9% | -412.7% | -60.0% |
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