+11.9%
ACN vs HIG
+12.7%
-0.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.3% |
| 7D | +8.6% | +6.2% | +2.4% | +4.5% |
| 30D | +36.6% | +9.4% | +27.1% | +29.7% |
| 3M | +56.3% | -2.3% | +58.7% | +56.4% |
| 6M | +49.7% | +4.2% | +45.5% | +45.4% |
| YTD | +1.3% | +1.6% | -0.2% | -1.6% |
| 1Y | +11.9% | +9.9% | +2.0% | +8.8% |
| All | +11.9% | +12.7% | -0.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling