+93.1%
ACN vs HL
+273.7%
-180.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.5% |
| 7D | -1.5% | -4.4% | +2.8% | -1.2% |
| 30D | +2.1% | +9.3% | -7.2% | +1.3% |
| 3M | +11.1% | +32.0% | -20.9% | +8.5% |
| 6M | -6.8% | -6.4% | -0.4% | -7.1% |
| YTD | -30.0% | +3.1% | -33.2% | -31.3% |
| 1Y | -23.1% | +77.6% | -100.7% | -28.6% |
| 3Y | -40.4% | +392.8% | -433.2% | -51.2% |
| 5Y | -41.6% | +234.1% | -275.7% | -51.6% |
| All | +93.1% | +273.7% | -180.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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