+93.1%
ACN vs HLT
+590.2%
-497.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | +2.1% | -5.0% | +7.1% | +4.2% |
| 3M | +11.1% | -10.4% | +21.5% | +15.8% |
| 6M | -6.8% | +3.2% | -10.1% | -8.8% |
| YTD | -30.0% | +6.7% | -36.8% | -32.4% |
| 1Y | -23.1% | +10.3% | -33.4% | -26.9% |
| 3Y | -40.4% | +99.3% | -139.7% | -55.8% |
| 5Y | -41.6% | +143.7% | -185.3% | -60.7% |
| All | +93.1% | +590.2% | -497.1% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling