-23.1%
ACN vs HL
+82.6%
-105.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.3% |
| 7D | -1.5% | -4.4% | +2.8% | -1.6% |
| 30D | +2.1% | +9.3% | -7.2% | +2.5% |
| 3M | +11.1% | +32.0% | -20.9% | +12.9% |
| 6M | -6.8% | -6.4% | -0.4% | -6.0% |
| YTD | -30.0% | +3.1% | -33.2% | -28.9% |
| 1Y | -23.1% | +77.6% | -100.7% | -20.2% |
| All | -23.1% | +82.6% | -105.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling