+86.8%
ACN vs HIG
+315.0%
-228.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -7.9% | -2.3% | -5.6% | -7.0% |
| 30D | -1.1% | -1.2% | +0.1% | -0.6% |
| 3M | +5.6% | +6.3% | -0.7% | +3.3% |
| 6M | -9.9% | +0.6% | -10.5% | -10.2% |
| YTD | -32.3% | +0.6% | -32.9% | -32.6% |
| 1Y | -25.3% | +6.1% | -31.4% | -27.2% |
| 3Y | -42.3% | +102.0% | -144.2% | -56.8% |
| 5Y | -43.5% | +119.2% | -162.7% | -59.3% |
| All | +86.8% | +315.0% | -228.2% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling