+2,330.4%
ACN vs HL
+1,088.0%
+1,242.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -3.8% | -11.1% | +7.3% | -3.1% |
| 30D | +16.5% | -12.1% | +28.6% | +17.3% |
| 3M | +41.5% | -26.1% | +67.6% | +43.9% |
| 6M | +60.1% | -37.7% | +97.8% | +64.0% |
| YTD | -3.9% | -31.7% | +27.7% | -3.2% |
| 1Y | +4.1% | -11.6% | +15.7% | +2.7% |
| 3Y | -15.9% | +249.6% | -265.5% | -27.4% |
| 5Y | -26.3% | +108.5% | -134.9% | -35.1% |
| 10Y | +148.2% | +127.0% | +21.3% | +102.8% |
| All | +2,330.4% | +1,088.0% | +1,242.4% | +1,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling