+11.9%
ACN vs HLT
+46.7%
-34.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.8% |
| 7D | +8.6% | +7.7% | +0.9% | +6.3% |
| 30D | +36.6% | +19.1% | +17.5% | +30.4% |
| 3M | +56.3% | +20.7% | +35.6% | +48.2% |
| 6M | +49.7% | +21.0% | +28.6% | +40.9% |
| YTD | +1.3% | +31.3% | -29.9% | -8.8% |
| 1Y | +11.9% | +45.9% | -33.9% | -4.7% |
| All | +11.9% | +46.7% | -34.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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