-41.9%
ACN vs HIG
+99.1%
-141.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.4% |
| 7D | -4.8% | -1.1% | -3.7% | -4.4% |
| 30D | +1.9% | -4.9% | +6.8% | +3.7% |
| 3M | +3.9% | +6.8% | -2.9% | +1.8% |
| 6M | -15.0% | -1.7% | -13.3% | -14.7% |
| YTD | -31.9% | -0.2% | -31.7% | -32.0% |
| 1Y | -28.5% | +5.7% | -34.2% | -29.9% |
| 3Y | -41.9% | +100.3% | -142.2% | -49.8% |
| All | -41.9% | +99.1% | -141.0% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling