-44.0%
ACN vs HIG
+117.6%
-161.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -6.3% | -0.5% | -5.9% | -6.1% |
| 30D | -1.4% | -2.8% | +1.5% | -0.1% |
| 3M | +2.6% | +6.3% | -3.8% | -0.1% |
| 6M | -14.3% | -0.1% | -14.2% | -14.4% |
| YTD | -33.1% | +0.4% | -33.6% | -33.4% |
| 1Y | -28.8% | +6.2% | -35.0% | -31.0% |
| 3Y | -43.0% | +101.6% | -144.6% | -60.6% |
| 5Y | -44.0% | +119.8% | -163.9% | -64.4% |
| All | -44.0% | +117.6% | -161.6% | -64.4% |
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