-43.5%
ACN vs HL
+232.7%
-276.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.5% |
| 7D | -7.9% | -5.6% | -2.3% | -7.5% |
| 30D | -1.1% | +12.7% | -13.8% | -1.9% |
| 3M | +5.6% | +42.5% | -36.9% | +2.8% |
| 6M | -9.9% | -9.0% | -0.9% | -9.8% |
| YTD | -32.3% | +4.4% | -36.7% | -33.6% |
| 1Y | -25.3% | +82.7% | -108.0% | -31.3% |
| 3Y | -42.3% | +406.3% | -448.6% | -55.4% |
| 5Y | -43.5% | +238.2% | -281.6% | -57.4% |
| All | -43.5% | +232.7% | -276.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling