-24.4%
ACN vs HIG
+109.1%
-133.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -4.0% | -0.7% | -3.3% | -3.7% |
| 30D | +19.0% | +5.4% | +13.6% | +16.2% |
| 3M | +42.2% | -0.9% | +43.1% | +42.8% |
| 6M | +50.1% | +4.8% | +45.4% | +47.1% |
| YTD | -2.7% | +0.9% | -3.6% | -3.4% |
| 1Y | +7.6% | +6.5% | +1.1% | +4.2% |
| 3Y | -15.9% | +95.7% | -111.6% | -41.2% |
| 5Y | -24.4% | +107.1% | -131.5% | -50.8% |
| All | -24.4% | +109.1% | -133.4% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling